JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
28/08/2024 10:47:39 |
Chg.-0.20 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
5.24EUR |
-3.68% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
455.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JB95Z9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
455.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.80 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
2.26 |
Time value: |
2.59 |
Break-even: |
455.58 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.18 |
Spread %: |
3.83% |
Delta: |
0.67 |
Theta: |
-0.13 |
Omega: |
5.96 |
Rho: |
0.93 |
Quote data
Open: |
5.24 |
High: |
5.24 |
Low: |
5.24 |
Previous Close: |
5.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.87% |
1 Month |
|
|
-22.26% |
3 Months |
|
|
+2.14% |
YTD |
|
|
+30.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.75 |
5.37 |
1M High / 1M Low: |
7.64 |
4.64 |
6M High / 6M Low: |
7.64 |
2.36 |
High (YTD): |
02/08/2024 |
7.64 |
Low (YTD): |
03/05/2024 |
2.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.30% |
Volatility 6M: |
|
107.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |