JP Morgan Call 530 VRTX 20.09.2024
/ DE000JT1KA50
JP Morgan Call 530 VRTX 20.09.202.../ DE000JT1KA50 /
| 2024-07-30 10:30:32 AM |
Chg.+0.10 |
Bid11:44:04 AM |
Ask11:44:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+8.26% |
1.32
Bid Size: 1,000 |
1.52
Ask Size: 1,000 |
Vertex Pharmaceutica... |
530.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JT1KA5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-2.94 |
| Time value: |
1.29 |
| Break-even: |
502.81 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.18 |
| Spread %: |
16.67% |
| Delta: |
0.35 |
| Theta: |
-0.22 |
| Omega: |
12.49 |
| Rho: |
0.21 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.93% |
| 1 Month |
|
|
+77.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.91 |
| 1M High / 1M Low: |
1.21 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
