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JP Morgan Call 1020 REGN 16.08.20.../  DE000JB7W578  /

EUWAX
7/24/2024  11:54:42 AM Chg.-0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.530EUR -10.17% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,020.00 USD 8/16/2024 Call
 

Master data

WKN: JB7W57
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,020.00 USD
Maturity: 8/16/2024
Issue date: 12/18/2023
Last trading day: 8/15/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.33
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 0.33
Time value: 0.22
Break-even: 994.49
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.67
Theta: -0.74
Omega: 12.07
Rho: 0.38
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.75%
1 Month
  -11.67%
3 Months  
+178.95%
YTD  
+47.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.580
1M High / 1M Low: 0.800 0.390
6M High / 6M Low: 0.800 0.150
High (YTD): 7/17/2024 0.800
Low (YTD): 4/29/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   1,118.286
Avg. price 6M:   0.439
Avg. volume 6M:   189.387
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.16%
Volatility 6M:   185.79%
Volatility 1Y:   -
Volatility 3Y:   -