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JP Morgan Put 840 REGN 21.06.2024/  DE000JL0AK17  /

EUWAX
04/06/2024  10:48:24 Chg.-0.002 Bid18:38:45 Ask18:38:45 Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.002
Bid Size: 15,000		 0.032
Ask Size: 15,000		 Regeneron Pharmaceut... 840.00 - 21/06/2024 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: 21/06/2024
Issue date: 30/03/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -60.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -0.67
Time value: 0.15
Break-even: 825.00
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 5.43
Spread abs.: 0.15
Spread %: 7,400.00%
Delta: -0.23
Theta: -0.92
Omega: -13.97
Rho: -0.10
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -96.55%
3 Months
  -97.92%
YTD
  -99.44%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.004
1M High / 1M Low: 0.035 0.004
6M High / 6M Low: 0.590 0.004
High (YTD): 08/01/2024 0.320
Low (YTD): 03/06/2024 0.004
52W High: 07/07/2023 1.440
52W Low: 03/06/2024 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.554
Avg. volume 1Y:   0.000
Volatility 1M:   488.28%
Volatility 6M:   269.12%
Volatility 1Y:   202.79%
Volatility 3Y:   -