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JP Morgan Put 830 REGN 17.01.2025/  DE000JL03WJ2  /

EUWAX
2024-06-04  8:46:46 AM Chg.-0.020 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 830.00 - 2025-01-17 Put
 

Master data

WKN: JL03WJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 830.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -39.44
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.77
Time value: 0.23
Break-even: 807.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 43.75%
Delta: -0.23
Theta: -0.08
Omega: -9.12
Rho: -1.45
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -48.39%
3 Months
  -52.94%
YTD
  -75.38%
1 Year
  -87.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.160
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.880 0.160
High (YTD): 2024-01-08 0.630
Low (YTD): 2024-06-04 0.160
52W High: 2023-06-28 1.570
52W Low: 2024-06-04 0.160
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   125.12%
Volatility 6M:   93.78%
Volatility 1Y:   87.64%
Volatility 3Y:   -