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JP Morgan Call 415 VX1 21.06.2024/  DE000JL2FG08  /

EUWAX
2024-06-10  11:29:35 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
6.46EUR - -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 415.00 - 2024-06-21 Call
 

Master data

WKN: JL2FG0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 415.00 -
Maturity: 2024-06-21
Issue date: 2023-05-02
Last trading day: 2024-06-11
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 3.41
Implied volatility: 2.06
Historic volatility: 0.21
Parity: 3.41
Time value: 3.05
Break-even: 479.60
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 53.60
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.67
Theta: -3.62
Omega: 4.64
Rho: 0.04
 

Quote data

Open: 6.46
High: 6.46
Low: 6.46
Previous Close: 6.62
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+113.20%
3 Months  
+150.39%
YTD  
+83.52%
1 Year  
+121.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.46 6.46
1M High / 1M Low: 6.62 2.78
6M High / 6M Low: 6.62 1.09
High (YTD): 2024-06-07 6.62
Low (YTD): 2024-04-30 1.09
52W High: 2024-06-07 6.62
52W Low: 2024-04-30 1.09
Avg. price 1W:   6.46
Avg. volume 1W:   0.00
Avg. price 1M:   4.20
Avg. volume 1M:   0.00
Avg. price 6M:   3.22
Avg. volume 6M:   0.00
Avg. price 1Y:   2.68
Avg. volume 1Y:   0.00
Volatility 1M:   243.36%
Volatility 6M:   184.09%
Volatility 1Y:   197.35%
Volatility 3Y:   -