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JP Morgan Put 830 REGN 21.06.2024/  DE000JL003L8  /

EUWAX
2024-05-22  8:39:36 AM Chg.-0.001 Bid4:27:35 PM Ask4:27:35 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.005
Bid Size: 20,000		 0.035
Ask Size: 20,000		 Regeneron Pharmaceut... 830.00 - 2024-06-21 Put
 

Master data

WKN: JL003L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 830.00 -
Maturity: 2024-06-21
Issue date: 2023-03-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -83.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -0.86
Time value: 0.11
Break-even: 819.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 2.39
Spread abs.: 0.11
Spread %: 2,100.00%
Delta: -0.18
Theta: -0.45
Omega: -14.86
Rho: -0.14
 

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
  -28.57%
1 Month
  -96.88%
3 Months
  -95.83%
YTD
  -98.48%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.160 0.006
6M High / 6M Low: 0.650 0.006
High (YTD): 2024-01-02 0.330
Low (YTD): 2024-05-21 0.006
52W High: 2023-06-28 1.450
52W Low: 2024-05-21 0.006
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.568
Avg. volume 1Y:   0.000
Volatility 1M:   367.71%
Volatility 6M:   212.00%
Volatility 1Y:   168.82%
Volatility 3Y:   -