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JP Morgan Call 1050 REGN 16.08.20.../  DE000JB7W594  /

EUWAX
2024-07-24  11:54:42 AM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.370EUR -9.76% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,050.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W59
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,050.00 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: 25.13
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.05
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 0.05
Time value: 0.34
Break-even: 1,006.47
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.71
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.55
Theta: -0.81
Omega: 13.86
Rho: 0.31
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.48%
1 Month
  -21.28%
3 Months  
+164.29%
YTD  
+27.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.370
1M High / 1M Low: 0.690 0.260
6M High / 6M Low: 0.690 0.100
High (YTD): 2024-07-15 0.690
Low (YTD): 2024-04-29 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.50%
Volatility 6M:   212.48%
Volatility 1Y:   -
Volatility 3Y:   -