JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
| 7/24/2024 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 |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/21/2023 |
| Last trading day: |
1/16/2025 |
| 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): |
7/16/2024 |
6.82 |
| Low (YTD): |
5/3/2024 |
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: |
|
- |
