JP Morgan Put 940 REGN 17.05.2024
/ DE000JK0U8A3
JP Morgan Put 940 REGN 17.05.2024/ DE000JK0U8A3 /
| 2024-05-15 11:46:41 AM |
Chg.-0.002 |
Bid9:23:20 PM |
Ask9:23:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-40.00% |
0.009
Bid Size: 30,000 |
0.029
Ask Size: 30,000 |
Regeneron Pharmaceut... |
940.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK0U8A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 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: |
-98.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.18 |
| Parity: |
-0.41 |
| Time value: |
0.09 |
| Break-even: |
860.00 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.09 |
| Spread %: |
2,400.00% |
| Delta: |
-0.24 |
| Theta: |
-4.89 |
| Omega: |
-23.63 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-91.43% |
| 1 Month |
|
|
-99.39% |
| 3 Months |
|
|
-99.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.005 |
| 1M High / 1M Low: |
0.600 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
590.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
