JP Morgan Call 400 VX1 19.07.2024
/ DE000JB59VQ2
JP Morgan Call 400 VX1 19.07.2024/ DE000JB59VQ2 /
| 6/10/2024 10:57:36 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
400.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JB59VQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
4.91 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.21 |
| Parity: |
4.91 |
| Time value: |
3.19 |
| Break-even: |
481.00 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.07 |
| Spread %: |
0.87% |
| Delta: |
0.71 |
| Theta: |
-0.73 |
| Omega: |
3.91 |
| Rho: |
0.22 |
Quote data
| Open: |
8.10 |
| High: |
8.10 |
| Low: |
8.10 |
| Previous Close: |
8.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
+91.49% |
| 3 Months |
|
|
+115.43% |
| YTD |
|
|
+75.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.10 |
8.10 |
| 1M High / 1M Low: |
8.20 |
4.23 |
| 6M High / 6M Low: |
8.20 |
2.17 |
| High (YTD): |
6/7/2024 |
8.20 |
| Low (YTD): |
4/30/2024 |
2.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.74% |
| Volatility 6M: |
|
122.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
