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JP Morgan Put 840 REGN 21.06.2024/  DE000JL0AK17  /

EUWAX
5/29/2024  10:33:41 AM Chg.+0.003 Bid5/29/2024 Ask5/29/2024 Underlying Strike price Expiration date Option type
0.007EUR +75.00% 0.007
Bid Size: 2,000		 0.097
Ask Size: 2,000		 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: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -92.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -0.57
Time value: 0.10
Break-even: 830.30
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.11
Spread abs.: 0.09
Spread %: 1,285.71%
Delta: -0.21
Theta: -0.47
Omega: -19.24
Rho: -0.12
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -96.32%
3 Months
  -92.86%
YTD
  -98.06%
1 Year
  -99.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.190 0.004
6M High / 6M Low: 0.640 0.004
High (YTD): 1/8/2024 0.320
Low (YTD): 5/28/2024 0.004
52W High: 7/7/2023 1.440
52W Low: 5/28/2024 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.578
Avg. volume 1Y:   0.000
Volatility 1M:   377.55%
Volatility 6M:   235.69%
Volatility 1Y:   180.03%
Volatility 3Y:   -