OverviewChartNewsTraderScreen

JP Morgan Call 1060 REGN 21.06.20.../  DE000JS0Q238  /

EUWAX
2024-06-11  11:47:17 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.009EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,060.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q23
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,060.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-12
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 302.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -0.92
Time value: 0.03
Break-even: 1,063.20
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 166.67%
Delta: 0.10
Theta: -1.01
Omega: 31.20
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.017
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -64.00%
1 Month
  -84.21%
3 Months
  -95.26%
YTD
  -94.00%
1 Year
  -96.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.009
1M High / 1M Low: 0.057 0.006
6M High / 6M Low: 0.340 0.006
High (YTD): 2024-02-02 0.340
Low (YTD): 2024-05-30 0.006
52W High: 2024-02-02 0.340
52W Low: 2024-05-30 0.006
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   575.85%
Volatility 6M:   326.03%
Volatility 1Y:   268.73%
Volatility 3Y:   -