JP Morgan Call 505 VRTX 17.01.2025
/ DE000JB9L3L2
JP Morgan Call 505 VRTX 17.01.202.../ DE000JB9L3L2 /
| 2024-06-21 10:21:26 AM |
Chg.+0.16 |
Bid12:38:35 PM |
Ask12:38:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
+5.10% |
3.30
Bid Size: 1,000 |
3.50
Ask Size: 1,000 |
Vertex Pharmaceutica... |
505.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB9L3L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
505.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-3.14 |
| Time value: |
3.56 |
| Break-even: |
507.30 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.30 |
| Spread %: |
9.20% |
| Delta: |
0.48 |
| Theta: |
-0.12 |
| Omega: |
5.88 |
| Rho: |
1.00 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.08% |
| 1 Month |
|
|
+33.06% |
| 3 Months |
|
|
+49.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.73 |
3.04 |
| 1M High / 1M Low: |
4.18 |
2.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
