JP Morgan Call 490 VRTX 17.04.2025
/ DE000JT7L9T6
JP Morgan Call 490 VRTX 17.04.202.../ DE000JT7L9T6 /
| 24/01/2025 08:44:20 |
Chg.+0.320 |
Bid19:14:59 |
Ask19:14:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+37.65% |
1.180
Bid Size: 15,000 |
1.240
Ask Size: 15,000 |
Vertex Pharmaceutica... |
490.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT7L9T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-4.83 |
| Time value: |
1.33 |
| Break-even: |
483.74 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.15 |
| Spread %: |
12.71% |
| Delta: |
0.31 |
| Theta: |
-0.16 |
| Omega: |
9.80 |
| Rho: |
0.27 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.170 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.95% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
-68.88% |
| YTD |
|
|
+46.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.750 |
| 1M High / 1M Low: |
0.980 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
16/01/2025 |
0.980 |
| Low (YTD): |
07/01/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |