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JP Morgan Call 1000 REGN 16.08.20.../  DE000JB7W537  /

EUWAX
2024-07-24  11:54:41 AM Chg.-0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.660EUR -9.59% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,000.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W53
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.66
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.51
Implied volatility: 0.35
Historic volatility: 0.16
Parity: 0.51
Time value: 0.15
Break-even: 988.04
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.75
Theta: -0.65
Omega: 11.05
Rho: 0.42
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -16.46%
3 Months  
+175.00%
YTD  
+60.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.660
1M High / 1M Low: 1.070 0.500
6M High / 6M Low: 1.070 0.180
High (YTD): 2024-07-15 1.070
Low (YTD): 2024-04-29 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.44%
Volatility 6M:   175.86%
Volatility 1Y:   -
Volatility 3Y:   -