JP Morgan Call 395 VX1 21.06.2024
/ DE000JL0QA11
JP Morgan Call 395 VX1 21.06.2024/ DE000JL0QA11 /
| 5/20/2024 10:21:53 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
395.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JL0QA1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
4/11/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.21 |
| Parity: |
2.47 |
| Time value: |
2.44 |
| Break-even: |
444.10 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.39% |
| Delta: |
0.66 |
| Theta: |
-0.85 |
| Omega: |
5.60 |
| Rho: |
0.12 |
Quote data
| Open: |
4.91 |
| High: |
4.91 |
| Low: |
4.91 |
| Previous Close: |
4.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+154.40% |
| 3 Months |
|
|
+9.35% |
| YTD |
|
|
+6.97% |
| 1 Year |
|
|
+65.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.91 |
1.99 |
| 6M High / 6M Low: |
6.78 |
1.81 |
| High (YTD): |
1/30/2024 |
6.78 |
| Low (YTD): |
4/30/2024 |
1.93 |
| 52W High: |
1/30/2024 |
6.78 |
| 52W Low: |
11/28/2023 |
1.80 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
150.68% |
| Volatility 6M: |
|
203.89% |
| Volatility 1Y: |
|
160.01% |
| Volatility 3Y: |
|
- |
