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JP Morgan Put 840 REGN 17.01.2025/  DE000JL2EUX3  /

EUWAX
6/19/2024  10:53:01 AM Chg.+0.010 Bid6/19/2024 Ask6/19/2024 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 3,000		 0.230
Ask Size: 3,000		 Regeneron Pharmaceut... 840.00 - 1/17/2025 Put
 

Master data

WKN: JL2EUX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 840.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -48.38
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.28
Time value: 0.20
Break-even: 820.00
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 53.85%
Delta: -0.18
Theta: -0.10
Omega: -8.58
Rho: -1.11
 

Quote data

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

Performance

1 Week
  -7.14%
1 Month
  -45.83%
3 Months
  -66.67%
YTD
  -80.88%
1 Year
  -88.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.830 0.120
High (YTD): 1/9/2024 0.640
Low (YTD): 6/18/2024 0.120
52W High: 6/28/2023 1.600
52W Low: 6/18/2024 0.120
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.771
Avg. volume 1Y:   0.000
Volatility 1M:   137.92%
Volatility 6M:   100.47%
Volatility 1Y:   93.80%
Volatility 3Y:   -