JP Morgan Put 870 REGN 17.01.2025
/ DE000JB7U2H3
JP Morgan Put 870 REGN 17.01.2025/ DE000JB7U2H3 /
| 2024-05-28 10:07:45 AM |
Chg.- |
Bid12:37:38 PM |
Ask12:37:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.290
Bid Size: 5,000 |
0.330
Ask Size: 5,000 |
Regeneron Pharmaceut... |
870.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB7U2H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
870.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.95 |
| Time value: |
0.31 |
| Break-even: |
770.42 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
-0.24 |
| Theta: |
-0.11 |
| Omega: |
-6.76 |
| Rho: |
-1.55 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-59.38% |
| 3 Months |
|
|
-42.22% |
| YTD |
|
|
-67.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.250 |
| 1M High / 1M Low: |
0.640 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-08 |
0.760 |
| Low (YTD): |
2024-05-23 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
