JP Morgan Put 900 REGN 17.01.2025
/ DE000JB9EUZ5
JP Morgan Put 900 REGN 17.01.2025/ DE000JB9EUZ5 /
| 2024-05-29 9:23:46 AM |
Chg.+0.030 |
Bid10:30:14 AM |
Ask10:30:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+9.09% |
0.360
Bid Size: 5,000 |
0.420
Ask Size: 5,000 |
Regeneron Pharmaceut... |
900.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB9EUZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.67 |
| Time value: |
0.38 |
| Break-even: |
791.62 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
-0.28 |
| Theta: |
-0.11 |
| Omega: |
-6.65 |
| Rho: |
-1.85 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.320 |
| 1M High / 1M Low: |
0.750 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
