JP Morgan Call 900 REGN 16.08.2024
/ DE000JB7VKL4
JP Morgan Call 900 REGN 16.08.202.../ DE000JB7VKL4 /
| 2024-06-14 12:04:35 PM |
Chg.-0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-3.10% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
900.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7VKL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
1.28 |
| Time value: |
0.19 |
| Break-even: |
987.74 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
0.84 |
| Theta: |
-0.37 |
| Omega: |
5.53 |
| Rho: |
1.13 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.68% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
+60.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.05 |
| 1M High / 1M Low: |
1.29 |
0.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-27 |
1.33 |
| Low (YTD): |
2024-04-29 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
