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JP Morgan Put 750 REGN 17.01.2025/  DE000JL05S27  /

EUWAX
2024-06-04  8:47:08 AM Chg.-0.008 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.079EUR -9.20% -
Bid Size: -		 -
Ask Size: -		 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: -56.70
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.57
Time value: 0.16
Break-even: 734.00
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.32
Spread abs.: 0.08
Spread %: 105.13%
Delta: -0.14
Theta: -0.08
Omega: -8.00
Rho: -0.90
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.56%
1 Month
  -53.53%
3 Months
  -64.09%
YTD
  -80.73%
1 Year
  -91.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.087
1M High / 1M Low: 0.160 0.087
6M High / 6M Low: 0.570 0.087
High (YTD): 2024-01-09 0.400
Low (YTD): 2024-06-03 0.087
52W High: 2023-06-28 1.120
52W Low: 2024-06-03 0.087
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   131.10%
Volatility 6M:   104.29%
Volatility 1Y:   98.24%
Volatility 3Y:   -