JP Morgan Call 445 VRTX 18.10.2024
/ DE000JK3ZL40
JP Morgan Call 445 VRTX 18.10.202.../ DE000JK3ZL40 /
| 06/09/2024 10:45:09 |
Chg.-0.82 |
Bid11:00:12 |
Ask11:00:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-20.15% |
3.24
Bid Size: 1,000 |
3.39
Ask Size: 1,000 |
Vertex Pharmaceutica... |
445.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK3ZL4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.12 |
| Time value: |
0.99 |
| Break-even: |
431.64 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.14 |
| Spread %: |
4.53% |
| Delta: |
0.72 |
| Theta: |
-0.21 |
| Omega: |
9.72 |
| Rho: |
0.31 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
4.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-32.99% |
| 3 Months |
|
|
-43.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
3.78 |
| 1M High / 1M Low: |
5.26 |
3.54 |
| 6M High / 6M Low: |
6.88 |
1.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.42% |
| Volatility 6M: |
|
134.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
