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JP Morgan Put 840 REGN 21.06.2024/  DE000JL0AK17  /

EUWAX
6/11/2024  10:52:24 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 840.00 - 6/21/2024 Put
 

Master data

WKN: JL0AK1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 840.00 -
Maturity: 6/21/2024
Issue date: 3/30/2023
Last trading day: 6/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -189.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.53
Historic volatility: 0.18
Parity: -1.28
Time value: 0.05
Break-even: 834.90
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: -0.09
Theta: -4.61
Omega: -18.02
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -92.86%
3 Months
  -99.09%
YTD
  -99.72%
1 Year
  -99.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.510 0.001
High (YTD): 1/8/2024 0.320
Low (YTD): 6/11/2024 0.001
52W High: 7/7/2023 1.440
52W Low: 6/11/2024 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   501.15%
Volatility 6M:   286.38%
Volatility 1Y:   215.00%
Volatility 3Y:   -