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JP Morgan Put 830 REGN 17.01.2025/  DE000JL03WJ2  /

EUWAX
6/14/2024  8:43:39 AM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 830.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -48.41
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.38
Time value: 0.20
Break-even: 810.00
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 53.85%
Delta: -0.17
Theta: -0.10
Omega: -8.23
Rho: -1.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -38.10%
3 Months
  -63.89%
YTD
  -80.00%
1 Year
  -88.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.780 0.120
High (YTD): 1/8/2024 0.630
Low (YTD): 6/13/2024 0.120
52W High: 6/28/2023 1.570
52W Low: 6/13/2024 0.120
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   134.89%
Volatility 6M:   96.81%
Volatility 1Y:   89.61%
Volatility 3Y:   -