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JP Morgan Call 410 VX1 17.01.2025/  DE000JL1Z9L0  /

EUWAX
18/10/2024  11:04:38 Chg.+0.95 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
9.44EUR +11.19% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 410.00 - 17/01/2025 Call
 

Master data

WKN: JL1Z9L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 3.44
Implied volatility: 0.75
Historic volatility: 0.22
Parity: 3.44
Time value: 4.92
Break-even: 493.60
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.20
Spread %: 2.45%
Delta: 0.66
Theta: -0.35
Omega: 3.53
Rho: 0.52
 

Quote data

Open: 9.44
High: 9.44
Low: 9.44
Previous Close: 8.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.81%
1 Month  
+20.10%
3 Months  
+1.94%
YTD  
+58.39%
1 Year  
+111.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.44 8.15
1M High / 1M Low: 9.44 5.94
6M High / 6M Low: 10.65 4.01
High (YTD): 31/07/2024 10.65
Low (YTD): 30/04/2024 4.01
52W High: 31/07/2024 10.65
52W Low: 28/11/2023 3.10
Avg. price 1W:   8.54
Avg. volume 1W:   0.00
Avg. price 1M:   7.28
Avg. volume 1M:   0.00
Avg. price 6M:   7.71
Avg. volume 6M:   0.00
Avg. price 1Y:   6.62
Avg. volume 1Y:   0.00
Volatility 1M:   110.10%
Volatility 6M:   89.91%
Volatility 1Y:   115.87%
Volatility 3Y:   -