JP Morgan Call 1050 REGN 17.05.2024
/ DE000JB97EY2
JP Morgan Call 1050 REGN 17.05.20.../ DE000JB97EY2 /
| 2024-04-26 9:49:09 AM |
Chg.+0.001 |
Bid9:55:41 PM |
Ask9:55:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+12.50% |
0.005
Bid Size: 2,000 |
0.095
Ask Size: 2,000 |
Regeneron Pharmaceut... |
1,050.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB97EY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,050.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.19 |
| Parity: |
-1.49 |
| Time value: |
0.09 |
| Break-even: |
990.83 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
22.75 |
| Spread abs.: |
0.08 |
| Spread %: |
1,800.00% |
| Delta: |
0.15 |
| Theta: |
-0.72 |
| Omega: |
14.06 |
| Rho: |
0.06 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-92.50% |
| 3 Months |
|
|
-95.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.008 |
| 1M High / 1M Low: |
0.120 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
