JP Morgan Call 420 VRTX 17.04.2025
/ DE000JF1NUM7
JP Morgan Call 420 VRTX 17.04.202.../ DE000JF1NUM7 /
| 24/01/2025 12:20:30 |
Chg.+0.79 |
Bid19:22:10 |
Ask19:22:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+24.84% |
4.06
Bid Size: 20,000 |
4.11
Ask Size: 20,000 |
Vertex Pharmaceutica... |
420.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JF1NUM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
1.89 |
| Time value: |
2.14 |
| Break-even: |
443.56 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.14 |
| Spread %: |
3.70% |
| Delta: |
0.65 |
| Theta: |
-0.18 |
| Omega: |
6.82 |
| Rho: |
0.53 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.59% |
| 1 Month |
|
|
+54.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
+55.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
2.98 |
| 1M High / 1M Low: |
3.35 |
2.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
3.35 |
| Low (YTD): |
06/01/2025 |
2.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |