JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
| 04/07/2024 10:50:46 |
Chg.-0.27 |
Bid18:43:25 |
Ask18:43:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-4.92% |
5.27
Bid Size: 1,000 |
5.57
Ask Size: 1,000 |
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: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.42 |
| Time value: |
3.64 |
| Break-even: |
472.24 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.28 |
| Spread %: |
5.81% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
5.47 |
| Rho: |
1.22 |
Quote data
| Open: |
5.22 |
| High: |
5.22 |
| Low: |
5.22 |
| Previous Close: |
5.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.79% |
| 1 Month |
|
|
-8.74% |
| 3 Months |
|
|
+50.43% |
| YTD |
|
|
+29.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
5.25 |
| 1M High / 1M Low: |
6.64 |
5.25 |
| 6M High / 6M Low: |
6.64 |
2.36 |
| High (YTD): |
07/06/2024 |
6.64 |
| Low (YTD): |
03/05/2024 |
2.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.63% |
| Volatility 6M: |
|
111.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
