JP Morgan Put 370 VRTX 16.01.2026
/ DE000JK7LUJ7
JP Morgan Put 370 VRTX 16.01.2026/ DE000JK7LUJ7 /
| 2024-05-30 8:33:22 AM |
Chg.+0.19 |
Bid5:08:19 PM |
Ask5:08:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
+6.29% |
3.14
Bid Size: 20,000 |
3.29
Ask Size: 20,000 |
Vertex Pharmaceutica... |
370.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JK7LUJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
-6.59 |
| Time value: |
3.63 |
| Break-even: |
306.26 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.50 |
| Spread %: |
15.97% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-2.63 |
| Rho: |
-2.15 |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.72% |
| 1 Month |
|
|
-20.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.74 |
| 1M High / 1M Low: |
4.05 |
2.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
