JP Morgan Call 820 REGN 17.05.2024
/ DE000JB1SPV1
JP Morgan Call 820 REGN 17.05.202.../ DE000JB1SPV1 /
| 2024-04-26 10:01:18 AM |
Chg.-0.120 |
Bid9:55:41 PM |
Ask9:55:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-13.95% |
0.670
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
Regeneron Pharmaceut... |
820.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1SPV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
0.66 |
| Time value: |
0.00 |
| Break-even: |
833.25 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.33% |
| 1 Month |
|
|
-49.32% |
| 3 Months |
|
|
-45.99% |
| YTD |
|
|
-22.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.740 |
| 1M High / 1M Low: |
1.480 |
0.740 |
| 6M High / 6M Low: |
1.720 |
0.530 |
| High (YTD): |
2024-02-28 |
1.720 |
| Low (YTD): |
2024-04-26 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.56% |
| Volatility 6M: |
|
105.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
