JP Morgan Call 380 VX1 21.06.2024
/ DE000JL06S67
JP Morgan Call 380 VX1 21.06.2024/ DE000JL06S67 /
| 5/20/2024 8:39:45 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.25EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
380.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JL06S6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
3/28/2023 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.93 |
| Intrinsic value: |
6.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
6.92 |
| Time value: |
-0.67 |
| Break-even: |
442.50 |
| Moneyness: |
1.18 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.74 |
| Spread abs.: |
-0.15 |
| Spread %: |
-2.34% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.25 |
| High: |
6.25 |
| Low: |
6.25 |
| Previous Close: |
5.83 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.20% |
| 3 Months |
|
|
+39.82% |
| YTD |
|
|
+18.15% |
| 1 Year |
|
|
+50.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.25 |
5.83 |
| 6M High / 6M Low: |
7.73 |
2.78 |
| High (YTD): |
1/30/2024 |
7.73 |
| Low (YTD): |
4/30/2024 |
2.78 |
| 52W High: |
1/30/2024 |
7.73 |
| 52W Low: |
11/28/2023 |
2.28 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.10 |
| Avg. volume 6M: |
|
1.90 |
| Avg. price 1Y: |
|
4.16 |
| Avg. volume 1Y: |
|
.85 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
106.66% |
| Volatility 1Y: |
|
138.65% |
| Volatility 3Y: |
|
- |
