JP Morgan Put 980 REGN 16.08.2024
/ DE000JK0T3P5
JP Morgan Put 980 REGN 16.08.2024/ DE000JK0T3P5 /
| 2024-06-21 9:07:45 AM |
Chg.0.000 |
Bid11:54:06 AM |
Ask11:54:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.120
Bid Size: 5,000 |
0.160
Ask Size: 5,000 |
Regeneron Pharmaceut... |
980.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK0T3P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
980.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-80.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.60 |
| Time value: |
0.12 |
| Break-even: |
903.24 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
-0.22 |
| Theta: |
-0.22 |
| Omega: |
-17.57 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-63.89% |
| 3 Months |
|
|
-77.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.450 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
