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JP Morgan Put 750 REGN 17.01.2025/  DE000JL05S27  /

EUWAX
2024-06-11  8:52:45 AM Chg.-0.006 Bid3:11:27 PM Ask3:11:27 PM Underlying Strike price Expiration date Option type
0.073EUR -7.59% 0.080
Bid Size: 3,000		 0.140
Ask Size: 3,000		 Regeneron Pharmaceut... 750.00 - 2025-01-17 Put
 

Master data

WKN: JL05S2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 750.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -62.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -1.81
Time value: 0.15
Break-even: 735.00
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 108.33%
Delta: -0.13
Theta: -0.09
Omega: -7.83
Rho: -0.80
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.59%
1 Month
  -43.85%
3 Months
  -65.24%
YTD
  -82.20%
1 Year
  -92.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.070
1M High / 1M Low: 0.120 0.070
6M High / 6M Low: 0.500 0.070
High (YTD): 2024-01-09 0.400
Low (YTD): 2024-06-06 0.070
52W High: 2023-06-28 1.120
52W Low: 2024-06-06 0.070
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   138.33%
Volatility 6M:   104.71%
Volatility 1Y:   99.17%
Volatility 3Y:   -