JP Morgan Call 455 VRTX 17.01.202.../  DE000JB95Z96  /

EUWAX
7/24/2024  10:50:17 AM Chg.-0.38 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
6.29EUR -5.70% 6.38
Bid Size: 1,000
6.68
Ask Size: 1,000
Vertex Pharmaceutica... 455.00 USD 1/17/2025 Call
 

Master data

WKN: JB95Z9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 455.00 USD
Maturity: 1/17/2025
Issue date: 12/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.38
Leverage: Yes

Calculated values

Fair value: 4.99
Intrinsic value: 3.26
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 3.26
Time value: 2.86
Break-even: 480.56
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.28
Spread %: 4.73%
Delta: 0.70
Theta: -0.12
Omega: 5.18
Rho: 1.24
 

Quote data

Open: 6.29
High: 6.29
Low: 6.29
Previous Close: 6.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.13%
1 Month  
+10.54%
3 Months  
+136.47%
YTD  
+56.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.67 6.22
1M High / 1M Low: 6.82 5.21
6M High / 6M Low: 6.82 2.36
High (YTD): 7/16/2024 6.82
Low (YTD): 5/3/2024 2.36
52W High: - -
52W Low: - -
Avg. price 1W:   6.42
Avg. volume 1W:   0.00
Avg. price 1M:   6.01
Avg. volume 1M:   0.00
Avg. price 6M:   4.53
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.79%
Volatility 6M:   112.24%
Volatility 1Y:   -
Volatility 3Y:   -