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JP Morgan Put 800 REGN 21.06.2024/  DE000JL08800  /

EUWAX
2024-05-15  10:57:34 AM Chg.-0.001 Bid7:45:10 PM Ask7:45:10 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.006
Bid Size: 25,000		 0.026
Ask Size: 25,000		 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: -82.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -1.11
Time value: 0.11
Break-even: 789.00
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 2.44
Spread abs.: 0.11
Spread %: 2,100.00%
Delta: -0.15
Theta: -0.40
Omega: -12.77
Rho: -0.15
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.54%
1 Month
  -95.83%
3 Months
  -94.32%
YTD
  -98.08%
1 Year
  -99.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.006
1M High / 1M Low: 0.130 0.006
6M High / 6M Low: 0.560 0.006
High (YTD): 2024-01-08 0.220
Low (YTD): 2024-05-14 0.006
52W High: 2023-07-07 1.170
52W Low: 2024-05-14 0.006
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   317.13%
Volatility 6M:   214.74%
Volatility 1Y:   169.38%
Volatility 3Y:   -