JP Morgan Call 590 VRTX 20.06.2025
/ DE000JT6KC20
JP Morgan Call 590 VRTX 20.06.202.../ DE000JT6KC20 /
| 1/24/2025 9:44:44 AM |
Chg.+0.130 |
Bid7:08:48 PM |
Ask7:08:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+25.49% |
0.650
Bid Size: 15,000 |
0.750
Ask Size: 15,000 |
Vertex Pharmaceutica... |
590.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT6KC2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-14.43 |
| Time value: |
0.95 |
| Break-even: |
575.95 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.30 |
| Spread %: |
46.15% |
| Delta: |
0.18 |
| Theta: |
-0.10 |
| Omega: |
7.83 |
| Rho: |
0.26 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+4.92% |
| 3 Months |
|
|
-58.44% |
| YTD |
|
|
+23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.540 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
0.540 |
| Low (YTD): |
1/7/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |