JP Morgan Call 1240 REGN 15.11.20.../  DE000JT68WS9  /

EUWAX
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:   -