OverviewChartNewsTraderScreen

JP Morgan Call 405 VX1 21.06.2024/  DE000JL0MWF3  /

EUWAX
17/05/2024  10:53:14 Chg.+0.62 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
3.64EUR +20.53% -
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: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.40
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.05
Implied volatility: 0.76
Historic volatility: 0.21
Parity: 0.05
Time value: 3.85
Break-even: 444.00
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 1.58
Spread abs.: 0.20
Spread %: 5.41%
Delta: 0.56
Theta: -0.56
Omega: 5.77
Rho: 0.18
 

Quote data

Open: 3.64
High: 3.64
Low: 3.64
Previous Close: 3.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.58%
1 Month  
+96.76%
3 Months
  -17.08%
YTD
  -10.34%
1 Year  
+3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.02 2.31
1M High / 1M Low: 3.02 1.47
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:   2.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   3.30
Avg. volume 6M:   0.00
Avg. price 1Y:   2.99
Avg. volume 1Y:   0.00
Volatility 1M:   171.04%
Volatility 6M:   212.24%
Volatility 1Y:   167.42%
Volatility 3Y:   -