JP Morgan Put 390 VRTX 16.01.2026
/ DE000JK7LUL3
JP Morgan Put 390 VRTX 16.01.2026/ DE000JK7LUL3 /
| 2024-05-30 8:33:22 AM |
Chg.+0.22 |
Bid8:33:39 PM |
Ask8:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+6.11% |
3.72
Bid Size: 20,000 |
3.87
Ask Size: 20,000 |
Vertex Pharmaceutica... |
390.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JK7LUL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 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: |
-10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-4.73 |
| Time value: |
3.92 |
| Break-even: |
321.91 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.46 |
| Spread %: |
13.40% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-2.75 |
| Rho: |
-2.40 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.30% |
| 1 Month |
|
|
-21.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
3.27 |
| 1M High / 1M Low: |
4.86 |
3.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
