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JP Morgan Put 820 REGN 17.01.2025/  DE000JL05S19  /

EUWAX
05/06/2024  08:47:38 Chg.-0.010 Bid18:42:12 Ask18:42:12 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.130
Bid Size: 75,000		 0.150
Ask Size: 75,000		 Regeneron Pharmaceut... 820.00 - 17/01/2025 Put
 

Master data

WKN: JL05S1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 820.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -43.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.93
Time value: 0.21
Break-even: 799.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.07
Spread %: 50.00%
Delta: -0.21
Theta: -0.08
Omega: -9.03
Rho: -1.30
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -51.72%
3 Months
  -56.25%
YTD
  -77.05%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.830 0.150
High (YTD): 09/01/2024 0.590
Low (YTD): 04/06/2024 0.150
52W High: 28/06/2023 1.510
52W Low: 04/06/2024 0.150
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   131.40%
Volatility 6M:   96.70%
Volatility 1Y:   89.40%
Volatility 3Y:   -