JP Morgan Call 1225 REGN 15.11.2024
/ DE000JT37JR3
JP Morgan Call 1225 REGN 15.11.20.../ DE000JT37JR3 /
| 8/28/2024 11:21:38 AM |
Chg.- |
Bid9:52:28 AM |
Ask9:52:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
0.520
Bid Size: 5,000 |
0.560
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,225.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT37JR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,225.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/12/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-0.23 |
| Time value: |
0.51 |
| Break-even: |
1,152.41 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.49 |
| Theta: |
-0.42 |
| Omega: |
10.24 |
| Rho: |
1.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+74.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
