JP Morgan Call 540 VRTX 20.09.2024
/ DE000JT1FJ25
JP Morgan Call 540 VRTX 20.09.202.../ DE000JT1FJ25 /
2024-07-30 10:30:23 AM |
Chg.+0.080 |
Bid5:51:33 PM |
Ask5:51:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
+8.42% |
1.030 Bid Size: 15,000 |
1.090 Ask Size: 15,000 |
Vertex Pharmaceutica... |
540.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JT1FJ2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 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: |
40.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-3.87 |
Time value: |
1.14 |
Break-even: |
510.51 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.20 |
Spread %: |
21.28% |
Delta: |
0.31 |
Theta: |
-0.22 |
Omega: |
12.49 |
Rho: |
0.19 |
Quote data
Open: |
1.030 |
High: |
1.030 |
Low: |
1.030 |
Previous Close: |
0.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.05% |
1 Month |
|
|
+77.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.700 |
1M High / 1M Low: |
0.950 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.830 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.751 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
248.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |