JP Morgan Call 405 VX1 21.06.2024
/ DE000JL0MWF3
JP Morgan Call 405 VX1 21.06.2024/ DE000JL0MWF3 /
| 2024-05-03 10:57:38 AM |
Chg.-0.30 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-16.57% |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
405.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0MWF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
-3.21 |
| Time value: |
1.75 |
| Break-even: |
422.50 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.15 |
| Spread %: |
9.38% |
| Delta: |
0.38 |
| Theta: |
-0.30 |
| Omega: |
8.16 |
| Rho: |
0.17 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
-45.29% |
| 3 Months |
|
|
-68.93% |
| YTD |
|
|
-62.81% |
| 1 Year |
|
|
-60.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.47 |
| 1M High / 1M Low: |
2.76 |
1.47 |
| 6M High / 6M Low: |
6.10 |
1.47 |
| High (YTD): |
2024-01-30 |
6.10 |
| Low (YTD): |
2024-04-30 |
1.47 |
| 52W High: |
2024-01-30 |
6.10 |
| 52W Low: |
2024-04-30 |
1.47 |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
135.24% |
| Volatility 6M: |
|
214.56% |
| Volatility 1Y: |
|
163.95% |
| Volatility 3Y: |
|
- |
