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JP Morgan Call 1130 REGN 21.06.20.../  DE000JS0THN6  /

EUWAX
2024-05-03  11:33:34 AM Chg.+0.002 Bid4:44:39 PM Ask4:44:39 PM Underlying Strike price Expiration date Option type
0.010EUR +25.00% 0.013
Bid Size: 25,000		 0.033
Ask Size: 25,000		 Regeneron Pharmaceut... 1,130.00 - 2024-06-21 Call
 

Master data

WKN: JS0THN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,130.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 87.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.19
Parity: -2.56
Time value: 0.10
Break-even: 1,140.00
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 6.25
Spread abs.: 0.09
Spread %: 809.09%
Delta: 0.12
Theta: -0.38
Omega: 10.90
Rho: 0.13
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -84.38%
3 Months
  -94.12%
YTD
  -86.84%
1 Year
  -96.30%
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.005
1M High / 1M Low: 0.064 0.005
6M High / 6M Low: 0.170 0.005
High (YTD): 2024-02-02 0.170
Low (YTD): 2024-04-29 0.005
52W High: 2023-05-04 0.280
52W Low: 2024-04-29 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   291.07%
Volatility 6M:   271.11%
Volatility 1Y:   232.48%
Volatility 3Y:   -