JP Morgan Call 450 VRTX 17.04.2025
/ DE000JV23P67
JP Morgan Call 450 VRTX 17.04.202.../ DE000JV23P67 /
| 1/24/2025 10:23:06 AM |
Chg.+0.53 |
Bid11:51:51 AM |
Ask11:51:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
+27.32% |
2.44
Bid Size: 1,000 |
2.59
Ask Size: 1,000 |
Vertex Pharmaceutica... |
450.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JV23P6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
10/9/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-0.99 |
| Time value: |
2.65 |
| Break-even: |
458.54 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
6.00% |
| Delta: |
0.50 |
| Theta: |
-0.19 |
| Omega: |
7.92 |
| Rho: |
0.42 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+68.03% |
| 3 Months |
|
|
-57.41% |
| YTD |
|
|
+53.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.68 |
| 1M High / 1M Low: |
2.06 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
2.06 |
| Low (YTD): |
1/7/2025 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |