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JP Morgan Call 860 REGN 17.05.202.../  DE000JB1SQ03  /

EUWAX
2024-04-26  10:01:19 AM Chg.-0.100 Bid9:55:41 PM Ask9:55:41 PM Underlying Strike price Expiration date Option type
0.450EUR -18.18% 0.390
Bid Size: 5,000		 0.420
Ask Size: 5,000		 Regeneron Pharmaceut... 860.00 USD 2024-05-17 Call
 

Master data

WKN: JB1SQ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 860.00 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: 19.83
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.29
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.29
Time value: 0.13
Break-even: 846.26
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.71
Theta: -0.58
Omega: 14.03
Rho: 0.30
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -59.82%
3 Months
  -57.94%
YTD
  -36.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.450
1M High / 1M Low: 1.150 0.450
6M High / 6M Low: 1.390 0.370
High (YTD): 2024-02-28 1.390
Low (YTD): 2024-04-26 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.94%
Volatility 6M:   125.21%
Volatility 1Y:   -
Volatility 3Y:   -