JP Morgan Call 410 VX1/ DE000JL2FFZ6 /
2024-06-10 11:29:35 AM | Chg.- | Bid10:00:40 PM | Ask10:00:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.92EUR | - | - Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... | 410.00 - | 2024-06-21 | Call |
Master data
WKN: | JL2FFZ |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | VERTEX PHARMAC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 410.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-05-02 |
Last trading day: | 2024-06-11 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.28 |
Leverage: | Yes |
Calculated values
Fair value: | 2.48 |
---|---|
Intrinsic value: | 2.48 |
Implied volatility: | 6.37 |
Historic volatility: | 0.21 |
Parity: | 2.48 |
Time value: | 4.44 |
Break-even: | 479.20 |
Moneyness: | 1.06 |
Premium: | 0.10 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.01 |
Spread %: | 0.14% |
Delta: | 0.63 |
Theta: | -27.28 |
Omega: | 3.99 |
Rho: | 0.01 |
Quote data
Open: | 6.92 |
---|---|
High: | 6.92 |
Low: | 6.92 |
Previous Close: | 7.08 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +93.30% | ||
3 Months | +147.14% | ||
YTD | +84.04% | ||
1 Year | +143.66% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 7.08 | 3.16 |
6M High / 6M Low: | 7.08 | 1.27 |
High (YTD): | 2024-06-07 | 7.08 |
Low (YTD): | 2024-04-30 | 1.27 |
52W High: | 2024-06-07 | 7.08 |
52W Low: | 2024-04-30 | 1.27 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.75 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | 3.50 | |
Avg. volume 6M: | 0.00 | |
Avg. price 1Y: | 2.89 | |
Avg. volume 1Y: | 0.00 | |
Volatility 1M: | 236.87% | |
Volatility 6M: | 175.96% | |
Volatility 1Y: | 189.95% | |
Volatility 3Y: | - |