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JP Morgan Call 810 REGN 21.06.202.../  DE000JS0MLL7  /

EUWAX
2024-05-20  11:20:38 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.62EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 810.00 - 2024-06-21 Call
 

Master data

WKN: JS0MLL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 810.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.98
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.58
Implied volatility: 0.94
Historic volatility: 0.18
Parity: 1.58
Time value: 0.04
Break-even: 972.00
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -1.25
Omega: 5.61
Rho: 0.12
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.49
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.99%
3 Months  
+3.18%
YTD  
+47.27%
1 Year  
+68.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.67 1.49
6M High / 6M Low: 1.85 0.85
High (YTD): 2024-02-29 1.85
Low (YTD): 2024-04-29 0.85
52W High: 2024-02-29 1.85
52W Low: 2023-07-11 0.54
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   1.12
Avg. volume 1Y:   0.00
Volatility 1M:   133.60%
Volatility 6M:   105.09%
Volatility 1Y:   113.85%
Volatility 3Y:   -