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JP Morgan Put 820 REGN 21.06.2024/  DE000JL003M6  /

EUWAX
2024-05-22  8:39:36 AM Chg.-0.001 Bid3:28:44 PM Ask3:28:44 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.004
Bid Size: 1,000		 0.084
Ask Size: 1,000		 Regeneron Pharmaceut... 820.00 - 2024-06-21 Put
 

Master data

WKN: JL003M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 820.00 -
Maturity: 2024-06-21
Issue date: 2023-03-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -91.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.18
Parity: -0.96
Time value: 0.10
Break-even: 810.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.78
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: -0.16
Theta: -0.44
Omega: -14.71
Rho: -0.13
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -97.14%
3 Months
  -96.00%
YTD
  -98.71%
1 Year
  -99.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.140 0.005
6M High / 6M Low: 0.600 0.005
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-05-21 0.005
52W High: 2023-06-28 1.390
52W Low: 2024-05-21 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   352.54%
Volatility 6M:   208.13%
Volatility 1Y:   167.19%
Volatility 3Y:   -