JP Morgan Put 940 REGN 19.07.2024
/ DE000JK970G9
JP Morgan Put 940 REGN 19.07.2024/ DE000JK970G9 /
| 2024-06-03 11:53:24 AM |
Chg.-0.060 |
Bid4:50:20 PM |
Ask4:50:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-33.33% |
0.088
Bid Size: 75,000 |
0.098
Ask Size: 75,000 |
Regeneron Pharmaceut... |
940.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK970G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.15 |
| Break-even: |
851.41 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
33.33% |
| Delta: |
-0.28 |
| Theta: |
-0.27 |
| Omega: |
-17.38 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.110 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
