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JP Morgan Call 1040 REGN 16.08.20.../  DE000JB7W586  /

EUWAX
2024-06-25  2:45:55 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.530EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,040.00 USD 2024-08-16 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: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.40
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.29
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.29
Time value: 0.32
Break-even: 1,032.13
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.65
Theta: -0.45
Omega: 10.61
Rho: 0.82
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month  
+120.83%
3 Months  
+35.90%
YTD  
+70.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.530 0.140
6M High / 6M Low: 0.550 0.120
High (YTD): 2024-02-27 0.550
Low (YTD): 2024-04-29 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.55%
Volatility 6M:   183.49%
Volatility 1Y:   -
Volatility 3Y:   -