OverviewChartNewsTraderScreen

JP Morgan Call 870 REGN 21.06.202.../  DE000JS0MLS2  /

EUWAX
2024-05-20  11:20:41 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.09EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 870.00 - 2024-06-21 Call
 

Master data

WKN: JS0MLS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 870.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.59
Implied volatility: 1.12
Historic volatility: 0.18
Parity: 0.59
Time value: 0.50
Break-even: 979.00
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 3.42
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.66
Theta: -2.80
Omega: 5.65
Rho: 0.18
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 0.96
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.92%
3 Months
  -10.66%
YTD  
+45.33%
1 Year  
+94.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.13 0.88
6M High / 6M Low: 1.37 0.46
High (YTD): 2024-02-29 1.37
Low (YTD): 2024-04-29 0.46
52W High: 2024-02-29 1.37
52W Low: 2023-06-28 0.36
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   0.00
Volatility 1M:   166.58%
Volatility 6M:   136.41%
Volatility 1Y:   138.37%
Volatility 3Y:   -