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JP Morgan Call 840 REGN 17.05.202.../  DE000JB1SPY5  /

EUWAX
2024-04-26  10:01:19 AM Chg.-0.110 Bid9:55:41 PM Ask9:55:41 PM Underlying Strike price Expiration date Option type
0.590EUR -15.71% 0.520
Bid Size: 5,000		 0.560
Ask Size: 5,000		 Regeneron Pharmaceut... 840.00 USD 2024-05-17 Call
 

Master data

WKN: JB1SPY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 840.00 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: 14.87
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.47
Time value: 0.09
Break-even: 841.55
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 7.69%
Delta: 0.80
Theta: -0.49
Omega: 11.96
Rho: 0.34
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.81%
1 Month
  -54.26%
3 Months
  -51.24%
YTD
  -28.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.590
1M High / 1M Low: 1.310 0.590
6M High / 6M Low: 1.560 0.440
High (YTD): 2024-02-28 1.560
Low (YTD): 2024-04-26 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.909
Avg. volume 1M:   0.000
Avg. price 6M:   0.966
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.60%
Volatility 6M:   115.48%
Volatility 1Y:   -
Volatility 3Y:   -