JP Morgan Call 400 VX1 21.06.2024
/ DE000JL0S7S9
JP Morgan Call 400 VX1 21.06.2024/ DE000JL0S7S9 /
| 2024-05-03 10:41:24 AM |
Chg.-0.33 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-15.94% |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
400.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0S7S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
-2.71 |
| Time value: |
1.99 |
| Break-even: |
419.90 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.15 |
| Spread %: |
8.15% |
| Delta: |
0.41 |
| Theta: |
-0.31 |
| Omega: |
7.72 |
| Rho: |
0.18 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.87% |
| 1 Month |
|
|
-42.38% |
| 3 Months |
|
|
-67.05% |
| YTD |
|
|
-59.72% |
| 1 Year |
|
|
-55.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.69 |
| 1M High / 1M Low: |
3.02 |
1.69 |
| 6M High / 6M Low: |
6.46 |
1.66 |
| High (YTD): |
2024-01-30 |
6.46 |
| Low (YTD): |
2024-04-30 |
1.69 |
| 52W High: |
2024-01-30 |
6.46 |
| 52W Low: |
2023-11-28 |
1.66 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.60% |
| Volatility 6M: |
|
205.30% |
| Volatility 1Y: |
|
157.53% |
| Volatility 3Y: |
|
- |
