JP Morgan Call 410 VRTX 17.04.2025
/ DE000JF1NUL9
JP Morgan Call 410 VRTX 17.04.202.../ DE000JF1NUL9 /
| 24/01/2025 12:20:30 |
Chg.+0.85 |
Bid19:24:39 |
Ask19:24:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
+22.73% |
4.67
Bid Size: 15,000 |
4.72
Ask Size: 15,000 |
Vertex Pharmaceutica... |
410.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JF1NUL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 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: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
2.85 |
| Time value: |
1.77 |
| Break-even: |
439.91 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.14 |
| Spread %: |
3.21% |
| Delta: |
0.70 |
| Theta: |
-0.17 |
| Omega: |
6.39 |
| Rho: |
0.57 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
3.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+53.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+53.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
3.52 |
| 1M High / 1M Low: |
3.93 |
2.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
3.93 |
| Low (YTD): |
06/01/2025 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |