JP Morgan Call 540 VRTX 21.06.2024
/ DE000JK0MS33
JP Morgan Call 540 VRTX 21.06.202.../ DE000JK0MS33 /
| 5/22/2024 11:34:05 AM |
Chg.0.000 |
Bid9:14:31 PM |
Ask9:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
0.00% |
0.053
Bid Size: 5,000 |
0.150
Ask Size: 5,000 |
Vertex Pharmaceutica... |
540.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JK0MS3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
-9.03 |
| Time value: |
0.53 |
| Break-even: |
502.76 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
11.99 |
| Spread abs.: |
0.46 |
| Spread %: |
691.67% |
| Delta: |
0.15 |
| Theta: |
-0.29 |
| Omega: |
11.78 |
| Rho: |
0.05 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2366.67% |
| 1 Month |
|
|
+124.24% |
| 3 Months |
|
|
-71.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.003 |
| 1M High / 1M Low: |
0.081 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,951.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
