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JP Morgan Call 990 REGN 16.08.202.../  DE000JB7W529  /

EUWAX
24/07/2024  11:54:41 Chg.- Bid08:05:34 Ask08:05:34 Underlying Strike price Expiration date Option type
0.730EUR - 0.780
Bid Size: 5,000		 0.830
Ask Size: 5,000		 Regeneron Pharmaceut... 990.00 USD 16/08/2024 Call
 

Master data

WKN: JB7W52
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 990.00 USD
Maturity: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.19
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.60
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 0.60
Time value: 0.13
Break-even: 986.20
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 6.67%
Delta: 0.78
Theta: -0.62
Omega: 10.35
Rho: 0.43
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.96%
1 Month
  -16.09%
3 Months  
+170.37%
YTD  
+65.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.730
1M High / 1M Low: 1.150 0.570
6M High / 6M Low: 1.150 0.210
High (YTD): 15/07/2024 1.150
Low (YTD): 29/04/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.90%
Volatility 6M:   166.53%
Volatility 1Y:   -
Volatility 3Y:   -