JP Morgan Call 380 VX1 21.06.2024
/ DE000JL06S67
JP Morgan Call 380 VX1 21.06.2024/ DE000JL06S67 /
2024-05-03 8:41:53 AM |
Chg.-0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.06EUR |
-4.38% |
- 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: |
11.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.21 |
Parity: |
-0.71 |
Time value: |
3.15 |
Break-even: |
411.50 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.15 |
Spread %: |
5.00% |
Delta: |
0.52 |
Theta: |
-0.36 |
Omega: |
6.18 |
Rho: |
0.22 |
Quote data
Open: |
3.06 |
High: |
3.06 |
Low: |
3.06 |
Previous Close: |
3.20 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
-26.97% |
3 Months |
|
|
-54.40% |
YTD |
|
|
-42.16% |
1 Year |
|
|
-35.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.20 |
2.78 |
1M High / 1M Low: |
4.19 |
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: |
|
2.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.65 |
Avg. volume 6M: |
|
1.61 |
Avg. price 1Y: |
|
4.14 |
Avg. volume 1Y: |
|
.78 |
Volatility 1M: |
|
122.91% |
Volatility 6M: |
|
171.36% |
Volatility 1Y: |
|
132.34% |
Volatility 3Y: |
|
- |