JP Morgan Put 990 REGN 17.01.2025
/ DE000JK32E70
JP Morgan Put 990 REGN 17.01.2025/ DE000JK32E70 /
| 03/06/2024 10:38:51 |
Chg.-0.040 |
Bid16:55:21 |
Ask16:55:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-5.97% |
0.560
Bid Size: 75,000 |
0.580
Ask Size: 75,000 |
Regeneron Pharmaceut... |
990.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK32E7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
990.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.09 |
| Time value: |
0.55 |
| Break-even: |
848.64 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
9.52% |
| Delta: |
-0.43 |
| Theta: |
-0.10 |
| Omega: |
-6.16 |
| Rho: |
-2.85 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.52% |
| 3 Months |
|
|
-32.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.920 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
