JP Morgan Call 460 VRTX 16.01.2026
/ DE000JK7NEK5
JP Morgan Call 460 VRTX 16.01.202.../ DE000JK7NEK5 /
2024-05-30 8:33:41 AM |
Chg.-0.45 |
Bid10:55:48 AM |
Ask10:55:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.52EUR |
-5.65% |
7.63 Bid Size: 1,000 |
8.13 Ask Size: 1,000 |
Vertex Pharmaceutica... |
460.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK7NEK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 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: |
5.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-1.75 |
Time value: |
7.61 |
Break-even: |
501.99 |
Moneyness: |
0.96 |
Premium: |
0.23 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.46 |
Spread %: |
6.48% |
Delta: |
0.61 |
Theta: |
-0.08 |
Omega: |
3.25 |
Rho: |
2.80 |
Quote data
Open: |
7.52 |
High: |
7.52 |
Low: |
7.52 |
Previous Close: |
7.97 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.18% |
1 Month |
|
|
+40.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.79 |
7.97 |
1M High / 1M Low: |
8.79 |
5.37 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |