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JP Morgan Call 420 VX1 21.06.2024/  DE000JL1RMX4  /

EUWAX
5/22/2024  10:59:23 AM Chg.-0.20 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.61EUR -7.12% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 420.00 - 6/21/2024 Call
 

Master data

WKN: JL1RMX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.92
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.21
Parity: -1.28
Time value: 2.73
Break-even: 447.30
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 2.13
Spread abs.: 0.20
Spread %: 7.91%
Delta: 0.48
Theta: -0.56
Omega: 7.22
Rho: 0.14
 

Quote data

Open: 2.61
High: 2.61
Low: 2.61
Previous Close: 2.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.62%
1 Month  
+119.33%
3 Months
  -14.98%
YTD
  -20.43%
1 Year
  -6.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.00 1.83
1M High / 1M Low: 3.00 0.93
6M High / 6M Low: 5.09 0.93
High (YTD): 1/30/2024 5.09
Low (YTD): 4/30/2024 0.93
52W High: 1/30/2024 5.09
52W Low: 4/30/2024 0.93
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   0.00
Avg. price 1Y:   2.42
Avg. volume 1Y:   0.00
Volatility 1M:   220.79%
Volatility 6M:   241.38%
Volatility 1Y:   188.52%
Volatility 3Y:   -