JP Morgan Put 1040 REGN 15.11.2024
/ DE000JT16228
JP Morgan Put 1040 REGN 15.11.202.../ DE000JT16228 /
| 31/10/2024 08:33:58 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,040.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
JT1622 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,040.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
01/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
2.81 |
| Time value: |
-1.67 |
| Break-even: |
926.00 |
| Moneyness: |
1.37 |
| Premium: |
-0.22 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
-0.61 |
| Spread %: |
-34.86% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
+107.41% |
| 3 Months |
|
|
+148.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.06 |
| 1M High / 1M Low: |
1.12 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
