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JP Morgan Call 950 REGN 21.06.202.../  DE000JS0Q1S9  /

EUWAX
2024-06-07  12:01:32 PM Chg.-0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.510EUR -8.93% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 950.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 950.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.29
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.18
Parity: -0.21
Time value: 0.57
Break-even: 1,007.00
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 8.76
Spread abs.: 0.05
Spread %: 9.62%
Delta: 0.49
Theta: -2.58
Omega: 7.94
Rho: 0.14
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.00%
1 Month  
+21.43%
3 Months
  -27.14%
YTD  
+24.39%
1 Year  
+41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.370
1M High / 1M Low: 0.560 0.260
6M High / 6M Low: 0.820 0.150
High (YTD): 2024-02-29 0.820
Low (YTD): 2024-04-29 0.150
52W High: 2024-02-29 0.820
52W Low: 2024-04-29 0.150
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.499
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   251.36%
Volatility 6M:   191.81%
Volatility 1Y:   178.22%
Volatility 3Y:   -