JP Morgan Call 850 REGN 16.08.2024
/ DE000JB996N1
JP Morgan Call 850 REGN 16.08.202.../ DE000JB996N1 /
| 2024-06-10 11:04:08 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
850.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB996N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-06-11 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
1.26 |
| Time value: |
0.25 |
| Break-even: |
1,001.00 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.66% |
| Delta: |
0.81 |
| Theta: |
-0.50 |
| Omega: |
5.22 |
| Rho: |
0.98 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.42% |
| 3 Months |
|
|
+5.59% |
| YTD |
|
|
+45.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.55 |
1.17 |
| 6M High / 6M Low: |
1.66 |
0.78 |
| High (YTD): |
2024-02-28 |
1.66 |
| Low (YTD): |
2024-04-29 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.77% |
| Volatility 6M: |
|
94.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
