JP Morgan Call 560 VRTX 20.09.2024
/ DE000JT3JYY2
JP Morgan Call 560 VRTX 20.09.202.../ DE000JT3JYY2 /
| 05/09/2024 09:01:28 |
Chg.+0.001 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
560.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT3JYY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.21 |
| Parity: |
-7.35 |
| Time value: |
0.71 |
| Break-even: |
512.51 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
63.27 |
| Spread abs.: |
0.70 |
| Spread %: |
11,733.33% |
| Delta: |
0.19 |
| Theta: |
-0.66 |
| Omega: |
11.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.20% |
| 1 Month |
|
|
-98.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.004 |
| 1M High / 1M Low: |
0.350 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
666.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
