JP Morgan Put 880 REGN 17.05.2024
/ DE000JB71KU2
JP Morgan Put 880 REGN 17.05.2024/ DE000JB71KU2 /
| 2024-04-26 11:29:19 AM |
Chg.+0.030 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+17.65% |
0.230
Bid Size: 5,000 |
0.260
Ask Size: 5,000 |
Regeneron Pharmaceut... |
880.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB71KU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
880.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
-0.10 |
| Time value: |
0.24 |
| Break-even: |
798.65 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.03 |
| Spread %: |
13.04% |
| Delta: |
-0.42 |
| Theta: |
-0.70 |
| Omega: |
-14.39 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+115.05% |
| 3 Months |
|
|
-4.76% |
| YTD |
|
|
-56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.250 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.460 |
| Low (YTD): |
2024-03-21 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
