OverviewChartNewsTraderScreen

JP Morgan Call 1020 REGN 16.08.20.../  DE000JB7W578  /

EUWAX
2024-06-21  11:21:50 AM Chg.-0.030 Bid2:25:07 PM Ask2:25:07 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.540
Bid Size: 5,000		 0.570
Ask Size: 5,000		 Regeneron Pharmaceut... 1,020.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W57
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,020.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.99
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.23
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.23
Time value: 0.29
Break-even: 1,004.12
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.64
Theta: -0.36
Omega: 12.17
Rho: 0.88
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.39%
1 Month  
+41.67%
3 Months
  -1.92%
YTD  
+41.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.410
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 0.640 0.150
High (YTD): 2024-02-27 0.640
Low (YTD): 2024-04-29 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.57%
Volatility 6M:   181.41%
Volatility 1Y:   -
Volatility 3Y:   -