JP Morgan Call 860 REGN 17.05.2024
/ DE000JB1SQ03
JP Morgan Call 860 REGN 17.05.202.../ DE000JB1SQ03 /
| 10/05/2024 10:12:29 |
Chg.+0.140 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+15.56% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
860.00 USD |
17/05/2024 |
Call |
Master data
| WKN: |
JB1SQ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 USD |
| Maturity: |
17/05/2024 |
| Issue date: |
18/09/2023 |
| Last trading day: |
16/05/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.00 |
| Time value: |
-0.06 |
| Break-even: |
891.33 |
| Moneyness: |
1.13 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.67% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-4.59% |
| YTD |
|
|
+46.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.750 |
| 1M High / 1M Low: |
1.020 |
0.400 |
| 6M High / 6M Low: |
1.390 |
0.370 |
| High (YTD): |
28/02/2024 |
1.390 |
| Low (YTD): |
29/04/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.54% |
| Volatility 6M: |
|
143.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
