JP Morgan Call 520 VRTX 20.06.2025
/ DE000JT0DU56
JP Morgan Call 520 VRTX 20.06.202.../ DE000JT0DU56 /
| 24/01/2025 08:16:39 |
Chg.+0.31 |
Bid19:20:56 |
Ask19:20:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+27.93% |
1.43
Bid Size: 15,000 |
1.51
Ask Size: 15,000 |
Vertex Pharmaceutica... |
520.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT0DU5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-7.71 |
| Time value: |
1.63 |
| Break-even: |
515.54 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.20 |
| Spread %: |
13.99% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
7.58 |
| Rho: |
0.43 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.22% |
| 1 Month |
|
|
+24.56% |
| 3 Months |
|
|
-57.99% |
| YTD |
|
|
+31.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.02 |
| 1M High / 1M Low: |
1.20 |
0.86 |
| 6M High / 6M Low: |
6.12 |
0.86 |
| High (YTD): |
16/01/2025 |
1.20 |
| Low (YTD): |
07/01/2025 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.83% |
| Volatility 6M: |
|
158.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |