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JP Morgan Call 940 REGN 21.06.202.../  DE000JS0Q1R1  /

EUWAX
2024-06-10  11:44:43 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.590EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 940.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 940.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-11
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.45
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.28
Implied volatility: 1.29
Historic volatility: 0.18
Parity: 0.28
Time value: 0.39
Break-even: 1,007.00
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 34.16
Spread abs.: 0.07
Spread %: 11.67%
Delta: 0.61
Theta: -6.30
Omega: 8.89
Rho: 0.06
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.48%
3 Months
  -13.24%
YTD  
+34.09%
1 Year  
+20.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.650 0.320
6M High / 6M Low: 0.890 0.180
High (YTD): 2024-02-27 0.890
Low (YTD): 2024-04-29 0.180
52W High: 2024-02-27 0.890
52W Low: 2024-04-29 0.180
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   211.21%
Volatility 6M:   180.96%
Volatility 1Y:   171.27%
Volatility 3Y:   -