JP Morgan Call 850 REGN 17.05.2024
/ DE000JB1SQ11
JP Morgan Call 850 REGN 17.05.202.../ DE000JB1SQ11 /
| 5/13/2024 10:23:41 AM |
Chg.+0.02 |
Bid4:05:34 PM |
Ask4:05:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+1.77% |
1.21
Bid Size: 10,000 |
-
Ask Size: - |
Regeneron Pharmaceut... |
850.00 USD |
5/17/2024 |
Call |
Master data
| WKN: |
JB1SQ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
5/17/2024 |
| Issue date: |
9/18/2023 |
| Last trading day: |
5/16/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.15 |
| Time value: |
-0.08 |
| Break-even: |
895.98 |
| Moneyness: |
1.15 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.56 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.75% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+1.77% |
| YTD |
|
|
+49.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.00 |
| 1M High / 1M Low: |
1.13 |
0.46 |
| 6M High / 6M Low: |
1.47 |
0.40 |
| High (YTD): |
2/28/2024 |
1.47 |
| Low (YTD): |
4/29/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.55% |
| Volatility 6M: |
|
135.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
