JP Morgan Call 465 VRTX 19.07.2024
/ DE000JB8NHJ9
JP Morgan Call 465 VRTX 19.07.202.../ DE000JB8NHJ9 /
| 2024-06-14 8:00:30 PM |
Chg.+0.43 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+20.48% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
465.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8NHJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
465.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.47 |
| Time value: |
1.04 |
| Break-even: |
459.51 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.19 |
| Spread %: |
8.03% |
| Delta: |
0.67 |
| Theta: |
-0.24 |
| Omega: |
12.06 |
| Rho: |
0.26 |
Quote data
| Open: |
2.23 |
| High: |
2.53 |
| Low: |
2.23 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.32% |
| 1 Month |
|
|
+208.54% |
| 3 Months |
|
|
+100.79% |
| YTD |
|
|
+31.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.10 |
| 1M High / 1M Low: |
3.06 |
0.82 |
| 6M High / 6M Low: |
3.18 |
0.38 |
| High (YTD): |
2024-01-30 |
3.18 |
| Low (YTD): |
2024-05-07 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.25% |
| Volatility 6M: |
|
221.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
