OverviewChartNewsTraderScreen

JP Morgan Call 820 REGN 21.06.202.../  DE000JS0MLM5  /

EUWAX
2024-05-20  11:20:38 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.53EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 820.00 - 2024-06-21 Call
 

Master data

WKN: JS0MLM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 820.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.33
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.48
Implied volatility: 0.95
Historic volatility: 0.18
Parity: 1.48
Time value: 0.05
Break-even: 973.00
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -1.48
Omega: 5.85
Rho: 0.12
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.40
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.16%
3 Months  
+2.68%
YTD  
+48.54%
1 Year  
+68.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.58 1.40
6M High / 6M Low: 1.77 0.78
High (YTD): 2024-02-27 1.77
Low (YTD): 2024-04-29 0.78
52W High: 2024-02-27 1.77
52W Low: 2023-06-28 0.50
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   0.00
Avg. price 1Y:   1.06
Avg. volume 1Y:   0.00
Volatility 1M:   141.88%
Volatility 6M:   109.49%
Volatility 1Y:   116.99%
Volatility 3Y:   -