JP Morgan Call 420 VRTX 16.01.2026
/ DE000JK7NEF5
JP Morgan Call 420 VRTX 16.01.202.../ DE000JK7NEF5 /
| 2024-05-30 8:33:41 AM |
Chg.-0.51 |
Bid2:34:19 PM |
Ask2:34:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.39EUR |
-5.15% |
9.53
Bid Size: 1,000 |
10.03
Ask Size: 1,000 |
Vertex Pharmaceutica... |
420.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7NEF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.67 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
1.96 |
| Time value: |
8.16 |
| Break-even: |
490.05 |
| Moneyness: |
1.05 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.50 |
| Spread %: |
5.20% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
2.75 |
| Rho: |
2.89 |
Quote data
| Open: |
9.39 |
| High: |
9.39 |
| Low: |
9.39 |
| Previous Close: |
9.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.31% |
| 1 Month |
|
|
+36.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.79 |
9.90 |
| 1M High / 1M Low: |
10.79 |
6.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
