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JP Morgan Put 790 REGN 17.01.2025/  DE000JL07TC4  /

EUWAX
2024-06-03  8:45:26 AM Chg.-0.020 Bid5:28:50 PM Ask5:28:50 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.100
Bid Size: 75,000		 0.120
Ask Size: 75,000		 Regeneron Pharmaceut... 790.00 - 2025-01-17 Put
 

Master data

WKN: JL07TC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 790.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -45.16
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -1.13
Time value: 0.20
Break-even: 770.00
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.07
Spread %: 53.85%
Delta: -0.19
Theta: -0.09
Omega: -8.39
Rho: -1.17
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -47.83%
3 Months
  -61.29%
YTD
  -76.92%
1 Year
  -89.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.710 0.130
High (YTD): 2024-01-09 0.500
Low (YTD): 2024-05-22 0.130
52W High: 2023-06-28 1.330
52W Low: 2024-05-22 0.130
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.641
Avg. volume 1Y:   0.000
Volatility 1M:   114.63%
Volatility 6M:   97.91%
Volatility 1Y:   91.85%
Volatility 3Y:   -