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JP Morgan Call 1080 REGN 21.06.20.../  DE000JS0Q253  /

EUWAX
2024-06-03  11:21:33 AM Chg.+0.003 Bid5:35:36 PM Ask5:35:36 PM Underlying Strike price Expiration date Option type
0.006EUR +100.00% 0.016
Bid Size: 30,000		 0.036
Ask Size: 30,000		 Regeneron Pharmaceut... 1,080.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q25
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,080.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 93.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.18
Parity: -1.77
Time value: 0.10
Break-even: 1,089.70
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 44.03
Spread abs.: 0.09
Spread %: 1,285.71%
Delta: 0.14
Theta: -0.90
Omega: 13.42
Rho: 0.06
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.85%
1 Month
  -76.00%
3 Months
  -97.60%
YTD
  -95.00%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.003
1M High / 1M Low: 0.043 0.003
6M High / 6M Low: 0.280 0.003
High (YTD): 2024-02-02 0.280
Low (YTD): 2024-05-31 0.003
52W High: 2023-08-23 0.290
52W Low: 2024-05-31 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   508.02%
Volatility 6M:   303.36%
Volatility 1Y:   253.00%
Volatility 3Y:   -