JP Morgan Put 950 REGN 17.05.2024
/ DE000JK0F0T9
JP Morgan Put 950 REGN 17.05.2024/ DE000JK0F0T9 /
| 2024-04-26 11:29:00 AM |
Chg.+0.090 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+17.31% |
0.670
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
Regeneron Pharmaceut... |
950.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK0F0T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
950.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.16 |
| Break-even: |
817.42 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.69 |
| Theta: |
-0.75 |
| Omega: |
-8.11 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
+134.62% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.620 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
