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JP Morgan Call 1120 REGN 21.06.20.../  DE000JS0THM8  /

EUWAX
2024-06-11  11:47:17 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 1,120.00 - 2024-06-21 Call
 

Master data

WKN: JS0THM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,120.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-12
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 189.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.18
Parity: -1.52
Time value: 0.05
Break-even: 1,125.10
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.10
Theta: -1.62
Omega: 19.83
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -91.67%
3 Months
  -98.92%
YTD
  -98.81%
1 Year
  -99.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: 0.190 0.001
High (YTD): 2024-02-02 0.190
Low (YTD): 2024-06-11 0.001
52W High: 2023-08-23 0.230
52W Low: 2024-06-11 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   671.14%
Volatility 6M:   380.77%
Volatility 1Y:   306.68%
Volatility 3Y:   -