JP Morgan Call 435 VX1 21.06.2024
/ DE000JB6YCS2
JP Morgan Call 435 VX1 21.06.2024/ DE000JB6YCS2 /
| 10/06/2024 10:28:41 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
435.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB6YCS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
11/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.21 |
| Parity: |
1.41 |
| Time value: |
3.36 |
| Break-even: |
482.70 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
79.80 |
| Spread abs.: |
0.14 |
| Spread %: |
3.02% |
| Delta: |
0.60 |
| Theta: |
-3.32 |
| Omega: |
5.66 |
| Rho: |
0.04 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
4.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+169.49% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.77 |
4.77 |
| 1M High / 1M Low: |
4.85 |
1.42 |
| 6M High / 6M Low: |
4.85 |
0.55 |
| High (YTD): |
07/06/2024 |
4.85 |
| Low (YTD): |
30/04/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.81% |
| Volatility 6M: |
|
226.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
