JP Morgan Call 395 VX1 21.06.2024
/ DE000JL0QA11
JP Morgan Call 395 VX1 21.06.2024/ DE000JL0QA11 /
| 2024-05-03 10:36:37 AM |
Chg.-0.35 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-14.96% |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
395.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0QA1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
-2.21 |
| Time value: |
2.25 |
| Break-even: |
417.50 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.15 |
| Spread %: |
7.14% |
| Delta: |
0.44 |
| Theta: |
-0.33 |
| Omega: |
7.30 |
| Rho: |
0.19 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.45% |
| 1 Month |
|
|
-39.70% |
| 3 Months |
|
|
-64.34% |
| YTD |
|
|
-56.64% |
| 1 Year |
|
|
-51.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.93 |
| 1M High / 1M Low: |
3.30 |
1.93 |
| 6M High / 6M Low: |
6.78 |
1.80 |
| High (YTD): |
2024-01-30 |
6.78 |
| Low (YTD): |
2024-04-30 |
1.93 |
| 52W High: |
2024-01-30 |
6.78 |
| 52W Low: |
2023-11-28 |
1.80 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.92% |
| Volatility 6M: |
|
199.53% |
| Volatility 1Y: |
|
153.88% |
| Volatility 3Y: |
|
- |
