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

EUWAX
17/07/2024  11:51:40 Chg.+0.060 Bid13:19:51 Ask13:19:51 Underlying Strike price Expiration date Option type
0.660EUR +10.00% 0.660
Bid Size: 5,000		 0.690
Ask Size: 5,000		 Regeneron Pharmaceut... 1,040.00 USD 16/08/2024 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: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.95
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.50
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 0.50
Time value: 0.22
Break-even: 1,025.94
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.72
Theta: -0.64
Omega: 10.05
Rho: 0.54
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.43%
1 Month  
+46.67%
3 Months  
+288.24%
YTD  
+112.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.470
1M High / 1M Low: 0.760 0.300
6M High / 6M Low: 0.760 0.120
High (YTD): 15/07/2024 0.760
Low (YTD): 29/04/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.19%
Volatility 6M:   199.28%
Volatility 1Y:   -
Volatility 3Y:   -