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JP Morgan Call 1060 REGN 16.08.20.../  DE000JB7W5A9  /

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
0.320EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,060.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W5A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,060.00 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: 28.53
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.04
Time value: 0.34
Break-even: 1,011.08
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.84
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.51
Theta: -0.81
Omega: 14.54
Rho: 0.29
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -23.81%
3 Months  
+146.15%
YTD  
+18.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.630 0.220
6M High / 6M Low: 0.630 0.090
High (YTD): 2024-07-15 0.630
Low (YTD): 2024-04-29 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.33%
Volatility 6M:   220.68%
Volatility 1Y:   -
Volatility 3Y:   -