JP Morgan Call 1120 REGN 15.11.2024
/ DE000JK4ANX3
JP Morgan Call 1120 REGN 15.11.20.../ DE000JK4ANX3 /
8/28/2024 8:57:38 AM |
Chg.+0.02 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
+1.82% |
- Bid Size: - |
- Ask Size: - |
Regeneron Pharmaceut... |
1,120.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK4ANX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,120.00 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: |
10.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
0.73 |
Time value: |
0.31 |
Break-even: |
1,105.84 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
3.57% |
Delta: |
0.75 |
Theta: |
-0.35 |
Omega: |
7.73 |
Rho: |
1.51 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+386.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
1.04 |
1M High / 1M Low: |
1.14 |
0.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |