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JP Morgan Put 800 REGN 21.06.2024/  DE000JL08800  /

EUWAX
2024-06-04  10:59:26 AM Chg.-0.001 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 800.00 - 2024-06-21 Put
 

Master data

WKN: JL0880
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 2024-06-21
Issue date: 2023-03-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -60.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.18
Parity: -1.07
Time value: 0.15
Break-even: 785.00
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 14.07
Spread abs.: 0.15
Spread %: 14,900.00%
Delta: -0.18
Theta: -1.07
Omega: -11.06
Rho: -0.08
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -96.77%
3 Months
  -98.33%
YTD
  -99.62%
1 Year
  -99.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.017 0.002
6M High / 6M Low: 0.450 0.002
High (YTD): 2024-01-08 0.220
Low (YTD): 2024-06-03 0.002
52W High: 2023-07-07 1.170
52W Low: 2024-06-03 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   518.87%
Volatility 6M:   282.82%
Volatility 1Y:   214.01%
Volatility 3Y:   -