JP Morgan Call 455 VRTX 17.01.2025
/ DE000JB95Z96
JP Morgan Call 455 VRTX 17.01.202.../ DE000JB95Z96 /
| 2024-06-21 10:37:52 AM |
Chg.+0.28 |
Bid4:08:57 PM |
Ask4:08:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.62EUR |
+5.24% |
5.43
Bid Size: 15,000 |
5.49
Ask Size: 15,000 |
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: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.53 |
| Time value: |
4.33 |
| Break-even: |
483.60 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.30 |
| Spread %: |
5.40% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
4.77 |
| Rho: |
1.27 |
Quote data
| Open: |
5.62 |
| High: |
5.62 |
| Low: |
5.62 |
| Previous Close: |
5.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
+28.60% |
| 3 Months |
|
|
+54.40% |
| YTD |
|
|
+39.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.15 |
5.26 |
| 1M High / 1M Low: |
6.64 |
4.08 |
| 6M High / 6M Low: |
6.64 |
2.36 |
| High (YTD): |
2024-06-07 |
6.64 |
| Low (YTD): |
2024-05-03 |
2.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.76% |
| Volatility 6M: |
|
111.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
