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JP Morgan Call 380 VX1 21.06.2024/  DE000JL06S67  /

EUWAX
2024-05-20  8:39:45 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
6.25EUR - -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 380.00 - 2024-06-21 Call
 

Master data

WKN: JL06S6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2023-03-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 3.05
Implied volatility: 0.98
Historic volatility: 0.21
Parity: 3.05
Time value: 3.20
Break-even: 442.50
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 1.42
Spread abs.: -0.15
Spread %: -2.34%
Delta: 0.66
Theta: -0.71
Omega: 4.36
Rho: 0.18
 

Quote data

Open: 6.25
High: 6.25
Low: 6.25
Previous Close: 5.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.01%
1 Month  
+116.26%
3 Months  
+14.47%
YTD  
+18.15%
1 Year  
+45.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.25 4.83
1M High / 1M Low: 6.25 2.78
6M High / 6M Low: 7.73 2.28
High (YTD): 2024-01-30 7.73
Low (YTD): 2024-04-30 2.78
52W High: 2024-01-30 7.73
52W Low: 2023-11-28 2.28
Avg. price 1W:   5.49
Avg. volume 1W:   0.00
Avg. price 1M:   3.89
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   1.61
Avg. price 1Y:   4.13
Avg. volume 1Y:   .78
Volatility 1M:   126.69%
Volatility 6M:   166.70%
Volatility 1Y:   135.37%
Volatility 3Y:   -