JP Morgan Call 1020 REGN 15.11.2024
/ DE000JK41ZC2
JP Morgan Call 1020 REGN 15.11.20.../ DE000JK41ZC2 /
| 2024-06-03 8:40:35 AM |
Chg.+0.030 |
Bid7:14:40 PM |
Ask7:14:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.550
Bid Size: 75,000 |
0.560
Ask Size: 75,000 |
Regeneron Pharmaceut... |
1,020.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK41ZC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,020.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.55 |
| Break-even: |
994.87 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
10.00% |
| Delta: |
0.48 |
| Theta: |
-0.23 |
| Omega: |
7.95 |
| Rho: |
1.73 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.410 |
| 1M High / 1M Low: |
0.610 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
