JP Morgan Call 1120 REGN 16.08.2024
/ DE000JB9MU62
JP Morgan Call 1120 REGN 16.08.20.../ DE000JB9MU62 /
| 2024-06-21 9:51:11 AM |
Chg.+0.010 |
Bid11:54:06 AM |
Ask11:54:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.150
Bid Size: 5,000 |
0.200
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,120.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9MU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,120.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.71 |
| Time value: |
0.16 |
| Break-even: |
1,062.03 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.28 |
| Theta: |
-0.32 |
| Omega: |
17.01 |
| Rho: |
0.39 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+68.67% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.150 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
