JP Morgan Call 490 VRTX 19.07.2024
/ DE000JB8A1Y3
JP Morgan Call 490 VRTX 19.07.202.../ DE000JB8A1Y3 /
| 2024-06-14 12:05:00 PM |
Chg.+0.100 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+11.24% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
490.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8A1Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.87 |
| Time value: |
1.37 |
| Break-even: |
471.44 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.20 |
| Spread %: |
17.09% |
| Delta: |
0.45 |
| Theta: |
-0.27 |
| Omega: |
14.83 |
| Rho: |
0.18 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.36% |
| 1 Month |
|
|
+219.35% |
| 3 Months |
|
|
+20.73% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.890 |
| 1M High / 1M Low: |
1.660 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-16 |
2.260 |
| Low (YTD): |
2024-05-08 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
