JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
| 2024-06-14 10:54:00 AM |
Chg.+0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.89EUR |
+2.43% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
455.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB95Z9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
455.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
2.40 |
| Time value: |
3.69 |
| Break-even: |
485.95 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.28 |
| Spread %: |
4.82% |
| Delta: |
0.67 |
| Theta: |
-0.12 |
| Omega: |
4.92 |
| Rho: |
1.41 |
Quote data
| Open: |
5.89 |
| High: |
5.89 |
| Low: |
5.89 |
| Previous Close: |
5.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.30% |
| 1 Month |
|
|
+50.64% |
| 3 Months |
|
|
+55.82% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.56 |
5.75 |
| 1M High / 1M Low: |
6.64 |
3.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-07 |
6.64 |
| Low (YTD): |
2024-05-03 |
2.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
