OverviewChartNewsTraderScreen

JP Morgan Call 1020 REGN 21.06.20.../  DE000JS0Q1Z4  /

EUWAX
2024-06-03  11:21:33 AM Chg.+0.022 Bid5:32:00 PM Ask5:32:00 PM Underlying Strike price Expiration date Option type
0.061EUR +56.41% 0.110
Bid Size: 75,000		 0.120
Ask Size: 75,000		 Regeneron Pharmaceut... 1,020.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,020.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 90.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.18
Parity: -1.17
Time value: 0.10
Break-even: 1,030.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 13.37
Spread abs.: 0.04
Spread %: 56.25%
Delta: 0.18
Theta: -0.81
Omega: 16.06
Rho: 0.07
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.38%
1 Month
  -27.38%
3 Months
  -86.74%
YTD
  -72.27%
1 Year
  -74.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.028
1M High / 1M Low: 0.140 0.028
6M High / 6M Low: 0.480 0.028
High (YTD): 2024-02-02 0.480
Low (YTD): 2024-05-30 0.028
52W High: 2024-02-02 0.480
52W Low: 2024-05-30 0.028
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.240
Avg. volume 1Y:   0.000
Volatility 1M:   424.74%
Volatility 6M:   258.06%
Volatility 1Y:   219.87%
Volatility 3Y:   -