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JP Morgan Call 900 REGN 21.06.202.../  DE000JS0Q1M2  /

EUWAX
2024-06-10  11:44:42 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.950EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 900.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 900.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-11
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.19
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.68
Implied volatility: 1.38
Historic volatility: 0.18
Parity: 0.68
Time value: 0.27
Break-even: 995.00
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 10.78
Spread abs.: -0.02
Spread %: -2.06%
Delta: 0.72
Theta: -5.94
Omega: 7.34
Rho: 0.07
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.950
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.80%
3 Months  
+2.15%
YTD  
+58.33%
1 Year  
+55.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.000 0.610
6M High / 6M Low: 1.150 0.320
High (YTD): 2024-02-29 1.150
Low (YTD): 2024-04-29 0.320
52W High: 2024-02-29 1.150
52W Low: 2023-11-28 0.300
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   0.796
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   148.89%
Volatility 6M:   152.66%
Volatility 1Y:   151.31%
Volatility 3Y:   -