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JP Morgan Call 830 REGN 21.06.202.../  DE000JS0MLN3  /

EUWAX
2024-05-20  11:20:40 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.44EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 830.00 - 2024-06-21 Call
 

Master data

WKN: JS0MLN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 830.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.73
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.38
Implied volatility: 1.16
Historic volatility: 0.18
Parity: 1.38
Time value: 0.06
Break-even: 974.00
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.68
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -2.47
Omega: 6.12
Rho: 0.08
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.31
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.92%
3 Months  
+2.13%
YTD  
+48.45%
1 Year  
+65.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.44 1.31
6M High / 6M Low: 1.69 0.71
High (YTD): 2024-02-27 1.69
Low (YTD): 2024-04-29 0.71
52W High: 2024-02-27 1.69
52W Low: 2023-06-28 0.47
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   -
Volatility 6M:   112.93%
Volatility 1Y:   120.50%
Volatility 3Y:   -