JP Morgan Call 1250 REGN 15.11.2024
/ DE000JT3WHH5
JP Morgan Call 1250 REGN 15.11.20.../ DE000JT3WHH5 /
| 10/4/2024 12:22:26 PM |
Chg.-0.006 |
Bid9:31:26 PM |
Ask9:31:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-21.43% |
0.020
Bid Size: 50,000 |
0.040
Ask Size: 50,000 |
Regeneron Pharmaceut... |
1,250.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT3WHH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,250.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/15/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.17 |
| Parity: |
-2.13 |
| Time value: |
0.08 |
| Break-even: |
1,140.83 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
5.52 |
| Spread abs.: |
0.06 |
| Spread %: |
285.71% |
| Delta: |
0.12 |
| Theta: |
-0.36 |
| Omega: |
13.45 |
| Rho: |
0.12 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.028 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.14% |
| 1 Month |
|
|
-93.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.028 |
| 1M High / 1M Low: |
0.330 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
