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JP Morgan Put 840 REGN 21.06.2024/  DE000JL0AK17  /

EUWAX
2024-05-22  10:39:29 AM Chg.-0.002 Bid1:10:40 PM Ask1:10:40 PM Underlying Strike price Expiration date Option type
0.006EUR -25.00% 0.007
Bid Size: 2,000		 0.077
Ask Size: 2,000		 Regeneron Pharmaceut... 840.00 - 2024-06-21 Put
 

Master data

WKN: JL0AK1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 840.00 -
Maturity: 2024-06-21
Issue date: 2023-03-30
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -83.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -0.76
Time value: 0.11
Break-even: 829.00
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.01
Spread abs.: 0.10
Spread %: 1,733.33%
Delta: -0.19
Theta: -0.43
Omega: -15.84
Rho: -0.15
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -96.67%
3 Months
  -95.38%
YTD
  -98.33%
1 Year
  -99.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.008
1M High / 1M Low: 0.190 0.008
6M High / 6M Low: 0.690 0.008
High (YTD): 2024-01-08 0.320
Low (YTD): 2024-05-21 0.008
52W High: 2023-07-07 1.440
52W Low: 2024-05-21 0.008
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.603
Avg. volume 1Y:   0.000
Volatility 1M:   377.35%
Volatility 6M:   228.14%
Volatility 1Y:   174.95%
Volatility 3Y:   -