JP Morgan Call 1040 REGN/ DE000JB7W586 /
8/15/2024 11:58:39 AM | Chg.- | Bid10:00:28 PM | Ask10:00:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.13EUR | - | - Bid Size: - |
- Ask Size: - |
Regeneron Pharmaceut... | 1,040.00 USD | 8/16/2024 | Call |
Master data
WKN: | JB7W58 |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Regeneron Pharmaceuticals Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,040.00 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: | 10.81 |
Leverage: | Yes |
Calculated values
Fair value: | 1.06 |
---|---|
Intrinsic value: | 1.06 |
Implied volatility: | - |
Historic volatility: | 0.16 |
Parity: | 1.06 |
Time value: | -0.09 |
Break-even: | 1,041.63 |
Moneyness: | 1.11 |
Premium: | -0.01 |
Premium p.a.: | -0.96 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.13 |
---|---|
High: | 1.13 |
Low: | 1.13 |
Previous Close: | 1.08 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +50.67% | ||
---|---|---|---|
1 Month | +88.33% | ||
3 Months | +334.62% | ||
YTD | +264.52% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.13 | 0.74 |
---|---|---|
1M High / 1M Low: | 1.13 | 0.36 |
6M High / 6M Low: | 1.13 | 0.12 |
High (YTD): | 8/15/2024 | 1.13 |
Low (YTD): | 4/29/2024 | 0.12 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.91 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 0.61 | |
Avg. volume 1M: | 1,345.22 | |
Avg. price 6M: | 0.39 | |
Avg. volume 6M: | 247.52 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 431.29% | |
Volatility 6M: | 261.58% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |