JP Morgan Call 1240 REGN 15.11.2024
/ DE000JT68WS9
JP Morgan Call 1240 REGN 15.11.20.../ DE000JT68WS9 /
11/6/2024 4:50:30 PM |
Chg.+0.001 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
+100.00% |
- Bid Size: - |
- Ask Size: - |
Regeneron Pharmaceut... |
1,240.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JT68WS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,240.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
8/13/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
148.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.58 |
Historic volatility: |
0.19 |
Parity: |
-3.76 |
Time value: |
0.05 |
Break-even: |
1,139.18 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.05 |
Spread %: |
5,000.00% |
Delta: |
0.07 |
Theta: |
-1.37 |
Omega: |
10.06 |
Rho: |
0.01 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-92.31% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.001 |
1M High / 1M Low: |
0.021 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.008 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,848.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |