JP Morgan Put 800 REGN 16.08.2024
/ DE000JB7VK40
JP Morgan Put 800 REGN 16.08.2024/ DE000JB7VK40 /
| 11/06/2024 12:22:39 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
800.00 - |
16/08/2024 |
Put |
Master data
| WKN: |
JB7VK4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
12/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-270.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-1.76 |
| Time value: |
0.04 |
| Break-even: |
796.40 |
| Moneyness: |
0.82 |
| Premium: |
0.18 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.02 |
| Spread %: |
125.00% |
| Delta: |
-0.06 |
| Theta: |
-0.13 |
| Omega: |
-16.12 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-85.45% |
| YTD |
|
|
-95.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.032 |
0.011 |
| 6M High / 6M Low: |
0.480 |
0.011 |
| High (YTD): |
02/01/2024 |
0.360 |
| Low (YTD): |
06/06/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.18% |
| Volatility 6M: |
|
188.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
