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JP Morgan Put 830 REGN 17.01.2025/  DE000JL03WJ2  /

EUWAX
2024-05-22  8:43:37 AM Chg.-0.020 Bid10:30:14 AM Ask10:30:14 AM Underlying Strike price Expiration date Option type
0.180EUR -10.00% 0.180
Bid Size: 5,000		 0.250
Ask Size: 5,000		 Regeneron Pharmaceut... 830.00 - 2025-01-17 Put
 

Master data

WKN: JL03WJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 830.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -36.63
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.86
Time value: 0.25
Break-even: 805.00
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 38.89%
Delta: -0.23
Theta: -0.08
Omega: -8.32
Rho: -1.53
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -60.87%
3 Months
  -57.14%
YTD
  -72.31%
1 Year
  -86.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.480 0.190
6M High / 6M Low: 0.950 0.190
High (YTD): 2024-01-08 0.630
Low (YTD): 2024-05-20 0.190
52W High: 2023-06-28 1.570
52W Low: 2024-05-20 0.190
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.825
Avg. volume 1Y:   0.000
Volatility 1M:   126.23%
Volatility 6M:   86.30%
Volatility 1Y:   83.63%
Volatility 3Y:   -