JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
2024-07-24 10:50:17 AM |
Chg.-0.38 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.29EUR |
-5.70% |
6.38 Bid Size: 1,000 |
6.68 Ask Size: 1,000 |
Vertex Pharmaceutica... |
455.00 USD |
2025-01-17 |
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: |
2025-01-17 |
Issue date: |
2023-12-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.99 |
Intrinsic value: |
3.26 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
3.26 |
Time value: |
2.86 |
Break-even: |
480.56 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.28 |
Spread %: |
4.73% |
Delta: |
0.70 |
Theta: |
-0.12 |
Omega: |
5.18 |
Rho: |
1.24 |
Quote data
Open: |
6.29 |
High: |
6.29 |
Low: |
6.29 |
Previous Close: |
6.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.13% |
1 Month |
|
|
+10.54% |
3 Months |
|
|
+136.47% |
YTD |
|
|
+56.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.67 |
6.22 |
1M High / 1M Low: |
6.82 |
5.21 |
6M High / 6M Low: |
6.82 |
2.36 |
High (YTD): |
2024-07-16 |
6.82 |
Low (YTD): |
2024-05-03 |
2.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.79% |
Volatility 6M: |
|
112.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |