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JP Morgan Call 1050 REGN 16.08.20.../  DE000JB7W594  /

EUWAX
2024-06-21  11:21:50 AM Chg.-0.020 Bid1:22:13 PM Ask1:22:13 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.370
Bid Size: 5,000		 0.400
Ask Size: 5,000		 Regeneron Pharmaceut... 1,050.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W59
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,050.00 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: 26.11
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.05
Time value: 0.37
Break-even: 1,018.13
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.52
Theta: -0.38
Omega: 13.57
Rho: 0.72
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+44.00%
3 Months
  -12.20%
YTD  
+24.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.400 0.120
6M High / 6M Low: 0.510 0.100
High (YTD): 2024-02-27 0.510
Low (YTD): 2024-04-29 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.82%
Volatility 6M:   196.65%
Volatility 1Y:   -
Volatility 3Y:   -