JP Morgan Call 530 VRTX 17.04.2025
/ DE000JT7L9X8
JP Morgan Call 530 VRTX 17.04.202.../ DE000JT7L9X8 /
| 1/24/2025 8:44:20 AM |
Chg.+0.160 |
Bid11:55:27 AM |
Ask11:55:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+43.24% |
0.520
Bid Size: 1,000 |
0.720
Ask Size: 1,000 |
Vertex Pharmaceutica... |
530.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JT7L9X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-8.67 |
| Time value: |
0.73 |
| Break-even: |
516.14 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.20 |
| Spread %: |
37.74% |
| Delta: |
0.19 |
| Theta: |
-0.13 |
| Omega: |
10.80 |
| Rho: |
0.16 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.24% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
-77.16% |
| YTD |
|
|
+32.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.370 |
| 1M High / 1M Low: |
0.470 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
0.470 |
| Low (YTD): |
1/7/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |