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JP Morgan Call 850 REGN 17.05.202.../  DE000JB1SQ11  /

EUWAX
2024-04-26  10:01:19 AM Chg.-0.100 Bid9:58:45 PM Ask9:58:45 PM Underlying Strike price Expiration date Option type
0.520EUR -16.13% 0.450
Bid Size: 5,000		 0.480
Ask Size: 5,000		 Regeneron Pharmaceut... 850.00 USD 2024-05-17 Call
 

Master data

WKN: JB1SQ1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 850.00 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: 18.56
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.38
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.38
Time value: 0.07
Break-even: 839.79
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.81
Theta: -0.39
Omega: 15.03
Rho: 0.34
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.77%
1 Month
  -54.78%
3 Months
  -54.39%
YTD
  -32.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.520
1M High / 1M Low: 1.230 0.520
6M High / 6M Low: 1.470 0.400
High (YTD): 2024-02-28 1.470
Low (YTD): 2024-04-26 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.80%
Volatility 6M:   120.45%
Volatility 1Y:   -
Volatility 3Y:   -