JP Morgan Call 520 VRTX 16.01.2026
/ DE000JK7NER0
JP Morgan Call 520 VRTX 16.01.202.../ DE000JK7NER0 /
| 2024-05-30 8:33:42 AM |
Chg.-0.37 |
Bid6:11:40 PM |
Ask6:11:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
-6.61% |
5.30
Bid Size: 20,000 |
5.45
Ask Size: 20,000 |
Vertex Pharmaceutica... |
520.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7NER |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 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: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-7.30 |
| Time value: |
5.90 |
| Break-even: |
540.43 |
| Moneyness: |
0.85 |
| Premium: |
0.32 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.50 |
| Spread %: |
9.26% |
| Delta: |
0.50 |
| Theta: |
-0.08 |
| Omega: |
3.49 |
| Rho: |
2.40 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.67% |
| 1 Month |
|
|
+44.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.60 |
| 1M High / 1M Low: |
6.28 |
3.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
