JP Morgan Call 450 VRTX 20.09.202.../  DE000JK5N836  /

EUWAX
2024-07-30  10:06:14 AM Chg.+0.35 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.61EUR +6.65% -
Bid Size: -
-
Ask Size: -
Vertex Pharmaceutica... 450.00 USD 2024-09-20 Call
 

Master data

WKN: JK5N83
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.99
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.45
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 4.45
Time value: 0.67
Break-even: 467.13
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.18
Spread %: 3.75%
Delta: 0.84
Theta: -0.15
Omega: 7.57
Rho: 0.48
 

Quote data

Open: 5.61
High: 5.61
Low: 5.61
Previous Close: 5.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.93%
1 Month  
+42.39%
3 Months  
+331.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.26 4.72
1M High / 1M Low: 5.26 3.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.00
Avg. volume 1W:   0.00
Avg. price 1M:   4.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -