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: |
|
- |
