JP Morgan Put 1000 REGN 21.06.2024
/ DE000JK2PKE1
JP Morgan Put 1000 REGN 21.06.202.../ DE000JK2PKE1 /
| 2024-06-05 9:51:41 AM |
Chg.-0.050 |
Bid10:16:18 AM |
Ask10:16:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-21.74% |
0.190
Bid Size: 5,000 |
0.230
Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,000.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK2PKE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,000.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
0.17 |
| Break-even: |
895.97 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
21.05% |
| Delta: |
-0.52 |
| Theta: |
-0.59 |
| Omega: |
-20.84 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-72.73% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.230 |
| 1M High / 1M Low: |
0.520 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
