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JP Morgan Call 1070 REGN 15.11.20.../  DE000JK41ZJ7  /

EUWAX
10/4/2024  8:43:39 AM Chg.-0.070 Bid8:31:00 PM Ask8:31:00 PM Underlying Strike price Expiration date Option type
0.270EUR -20.59% 0.250
Bid Size: 75,000		 0.260
Ask Size: 75,000		 Regeneron Pharmaceut... 1,070.00 USD 11/15/2024 Call
 

Master data

WKN: JK41ZJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,070.00 USD
Maturity: 11/15/2024
Issue date: 3/19/2024
Last trading day: 11/14/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 30.65
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -0.50
Time value: 0.30
Break-even: 999.62
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 1.07
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.38
Theta: -0.58
Omega: 11.64
Rho: 0.37
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.55%
1 Month
  -77.31%
3 Months
  -46.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 1.250 0.340
6M High / 6M Low: 1.550 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.822
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.51%
Volatility 6M:   180.61%
Volatility 1Y:   -
Volatility 3Y:   -