JP Morgan Call 405 VX1 21.06.2024
/ DE000JL0MWF3
JP Morgan Call 405 VX1 21.06.2024/ DE000JL0MWF3 /
| 30/05/2024 10:54:23 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
405.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL0MWF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/04/2023 |
| Last trading day: |
31/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
4.22 |
| Time value: |
-0.50 |
| Break-even: |
442.20 |
| Moneyness: |
1.10 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.27 |
| Spread abs.: |
0.20 |
| Spread %: |
5.68% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.86 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+90.27% |
| 3 Months |
|
|
+7.32% |
| YTD |
|
|
-13.30% |
| 1 Year |
|
|
+25.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.22 |
1.85 |
| 6M High / 6M Low: |
6.10 |
1.47 |
| High (YTD): |
30/01/2024 |
6.10 |
| Low (YTD): |
30/04/2024 |
1.47 |
| 52W High: |
30/01/2024 |
6.10 |
| 52W Low: |
30/04/2024 |
1.47 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
200.44% |
| Volatility 6M: |
|
222.16% |
| Volatility 1Y: |
|
172.95% |
| Volatility 3Y: |
|
- |
