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JP Morgan Call 990 REGN 16.08.202.../  DE000JB7W529  /

EUWAX
2024-06-21  11:21:50 AM Chg.-0.030 Bid4:29:37 PM Ask4:29:37 PM Underlying Strike price Expiration date Option type
0.700EUR -4.11% 0.790
Bid Size: 75,000		 0.800
Ask Size: 75,000		 Regeneron Pharmaceut... 990.00 USD 2024-08-16 Call
 

Master data

WKN: JB7W52
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 990.00 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: 14.11
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.51
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.51
Time value: 0.18
Break-even: 993.84
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.76
Theta: -0.31
Omega: 10.69
Rho: 1.03
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+37.25%
3 Months  
+7.69%
YTD  
+59.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.580
1M High / 1M Low: 0.760 0.290
6M High / 6M Low: 0.790 0.210
High (YTD): 2024-02-27 0.790
Low (YTD): 2024-04-29 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.73%
Volatility 6M:   160.80%
Volatility 1Y:   -
Volatility 3Y:   -