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JP Morgan Call 980 REGN 21.06.202.../  DE000JS0Q1V3  /

EUWAX
2024-05-02  10:59:42 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 980.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 980.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 39.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -1.06
Time value: 0.22
Break-even: 1,002.00
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.77
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.27
Theta: -0.50
Omega: 10.92
Rho: 0.29
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -67.50%
3 Months
  -80.30%
YTD
  -58.06%
1 Year
  -77.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.400 0.090
6M High / 6M Low: 0.660 0.090
High (YTD): 2024-02-02 0.660
Low (YTD): 2024-04-29 0.090
52W High: 2024-02-02 0.660
52W Low: 2024-04-29 0.090
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.351
Avg. volume 1Y:   0.000
Volatility 1M:   192.86%
Volatility 6M:   184.42%
Volatility 1Y:   173.53%
Volatility 3Y:   -