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JP Morgan Put 820 REGN 17.01.2025/  DE000JL05S19  /

EUWAX
6/4/2024  8:47:09 AM Chg.-0.010 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 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: -41.24
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.87
Time value: 0.22
Break-even: 798.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 46.67%
Delta: -0.22
Theta: -0.08
Omega: -8.94
Rho: -1.36
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -48.28%
3 Months
  -55.88%
YTD
  -75.41%
1 Year
  -88.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.830 0.160
High (YTD): 1/9/2024 0.590
Low (YTD): 6/3/2024 0.160
52W High: 6/28/2023 1.510
52W Low: 6/3/2024 0.160
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.742
Avg. volume 1Y:   0.000
Volatility 1M:   134.06%
Volatility 6M:   96.49%
Volatility 1Y:   89.40%
Volatility 3Y:   -