JP Morgan Put 930 REGN 17.05.2024
/ DE000JK0U881
JP Morgan Put 930 REGN 17.05.2024/ DE000JK0U881 /
2024-04-26 11:12:42 AM |
Chg.+0.080 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+20.51% |
0.520 Bid Size: 5,000 |
0.560 Ask Size: 5,000 |
Regeneron Pharmaceut... |
930.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
JK0U88 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
930.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-01-22 |
Last trading day: |
2024-05-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
0.37 |
Time value: |
0.19 |
Break-even: |
813.72 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.04 |
Spread %: |
7.69% |
Delta: |
-0.63 |
Theta: |
-0.77 |
Omega: |
-9.39 |
Rho: |
-0.32 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.84% |
1 Month |
|
|
+135.00% |
3 Months |
|
|
+30.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.390 |
1M High / 1M Low: |
0.510 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |