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JP Morgan Put 820 REGN 17.01.2025/  DE000JL05S19  /

EUWAX
6/19/2024  8:45:39 AM Chg.+0.012 Bid7:12:53 PM Ask7:12:53 PM Underlying Strike price Expiration date Option type
0.110EUR +12.24% 0.110
Bid Size: 3,000		 0.210
Ask Size: 3,000		 Regeneron Pharmaceut... 820.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -50.93
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.48
Time value: 0.19
Break-even: 801.00
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.31
Spread abs.: 0.08
Spread %: 72.73%
Delta: -0.16
Theta: -0.10
Omega: -8.18
Rho: -1.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -47.62%
3 Months
  -67.65%
YTD
  -81.97%
1 Year
  -89.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.098
1M High / 1M Low: 0.210 0.098
6M High / 6M Low: 0.740 0.098
High (YTD): 1/9/2024 0.590
Low (YTD): 6/18/2024 0.098
52W High: 6/28/2023 1.510
52W Low: 6/18/2024 0.098
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   0.697
Avg. volume 1Y:   0.000
Volatility 1M:   133.97%
Volatility 6M:   99.97%
Volatility 1Y:   92.64%
Volatility 3Y:   -