OverviewChartNewsTraderScreen

JP Morgan Call 1150 REGN 21.06.20.../  DE000JS0THQ9  /

EUWAX
2024-05-02  10:59:42 AM Chg.- Bid8:27:08 AM Ask8:27:08 AM Underlying Strike price Expiration date Option type
0.006EUR - 0.008
Bid Size: 2,000		 0.110
Ask Size: 2,000		 Regeneron Pharmaceut... 1,150.00 - 2024-06-21 Call
 

Master data

WKN: JS0THQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,150.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 84.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.19
Parity: -3.07
Time value: 0.10
Break-even: 1,160.00
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 9.28
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: 0.12
Theta: -0.39
Omega: 9.72
Rho: 0.12
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -87.76%
3 Months
  -95.71%
YTD
  -90.48%
1 Year
  -97.60%
3 Years     -
5 Years     -
1W High / 1W Low: 0.006 0.003
1M High / 1M Low: 0.049 0.003
6M High / 6M Low: 0.140 0.003
High (YTD): 2024-02-02 0.140
Low (YTD): 2024-04-29 0.003
52W High: 2023-05-04 0.260
52W Low: 2024-04-29 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.092
Avg. volume 1Y:   0.000
Volatility 1M:   362.19%
Volatility 6M:   301.68%
Volatility 1Y:   252.73%
Volatility 3Y:   -