JP Morgan Call 1080 REGN 15.11.2024
/ DE000JK41ZK5
JP Morgan Call 1080 REGN 15.11.20.../ DE000JK41ZK5 /
| 04/10/2024 08:43:39 |
Chg.-0.070 |
Bid20:25:25 |
Ask20:25:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-22.58% |
0.210
Bid Size: 75,000 |
0.220
Ask Size: 75,000 |
Regeneron Pharmaceut... |
1,080.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK41ZK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,080.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.24 |
| Break-even: |
1,003.15 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.34 |
| Theta: |
-0.53 |
| Omega: |
12.85 |
| Rho: |
0.33 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-78.57% |
| 3 Months |
|
|
-48.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
1.180 |
0.310 |
| 6M High / 6M Low: |
1.480 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.96% |
| Volatility 6M: |
|
184.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
