JP Morgan Call 1225 REGN 15.11.2024
/ DE000JT37JR3
JP Morgan Call 1225 REGN 15.11.20.../ DE000JT37JR3 /
| 04/10/2024 11:57:54 |
Chg.-0.007 |
Bid21:42:13 |
Ask21:42:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-17.95% |
0.029
Bid Size: 50,000 |
0.049
Ask Size: 50,000 |
Regeneron Pharmaceut... |
1,225.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
12/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
111.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
-1.91 |
| Time value: |
0.08 |
| Break-even: |
1,118.33 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
4.49 |
| Spread abs.: |
0.05 |
| Spread %: |
193.55% |
| Delta: |
0.13 |
| Theta: |
-0.35 |
| Omega: |
14.12 |
| Rho: |
0.12 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-92.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.039 |
| 1M High / 1M Low: |
0.410 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
