JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
| 04/10/2024 11:14:59 |
Chg.-0.41 |
Bid18:02:39 |
Ask18:02:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
-10.10% |
3.68
Bid Size: 20,000 |
3.73
Ask Size: 20,000 |
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: |
11.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-0.13 |
| Time value: |
3.43 |
| Break-even: |
446.66 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.14 |
| Spread %: |
4.12% |
| Delta: |
0.55 |
| Theta: |
-0.17 |
| Omega: |
6.61 |
| Rho: |
0.55 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
4.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.05% |
| 1 Month |
|
|
-27.87% |
| 3 Months |
|
|
-30.08% |
| YTD |
|
|
-9.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
4.06 |
| 1M High / 1M Low: |
5.93 |
4.00 |
| 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: |
|
4.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.75% |
| Volatility 6M: |
|
114.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
