JP Morgan Put 890 REGN 16.08.2024
/ DE000JB7VKK6
JP Morgan Put 890 REGN 16.08.2024/ DE000JB7VKK6 /
| 2024-06-11 12:22:40 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
890.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB7VKK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
890.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-12 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-143.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.07 |
| Break-even: |
883.20 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
28.30% |
| Delta: |
-0.14 |
| Theta: |
-0.17 |
| Omega: |
-20.03 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
-76.15% |
| YTD |
|
|
-90.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.130 |
0.055 |
| 6M High / 6M Low: |
0.860 |
0.055 |
| High (YTD): |
2024-01-02 |
0.670 |
| Low (YTD): |
2024-06-06 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.84% |
| Volatility 6M: |
|
162.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
