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

EUWAX
6/28/2024  11:44:44 AM Chg.-0.160 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.420EUR -27.59% -
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: 20.02
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.10
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.10
Time value: 0.39
Break-even: 1,019.70
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.58
Theta: -0.48
Omega: 11.58
Rho: 0.68
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+133.33%
3 Months  
+2.44%
YTD  
+35.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.420
1M High / 1M Low: 0.580 0.140
6M High / 6M Low: 0.580 0.120
High (YTD): 6/27/2024 0.580
Low (YTD): 4/29/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.505
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.16%
Volatility 6M:   187.33%
Volatility 1Y:   -
Volatility 3Y:   -