JP Morgan Put 880 REGN 16.08.2024
/ DE000JB7VKG4
JP Morgan Put 880 REGN 16.08.2024/ DE000JB7VKG4 /
| 2024-06-11 12:22:40 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
880.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB7VKG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
880.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-12 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-162.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.96 |
| Time value: |
0.06 |
| Break-even: |
874.00 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
-0.12 |
| Theta: |
-0.16 |
| Omega: |
-19.90 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.47% |
| 3 Months |
|
|
-78.33% |
| YTD |
|
|
-91.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.110 |
0.046 |
| 6M High / 6M Low: |
0.810 |
0.046 |
| High (YTD): |
2024-01-02 |
0.630 |
| Low (YTD): |
2024-06-06 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.67% |
| Volatility 6M: |
|
163.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
