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JP Morgan Put 840 REGN 17.01.2025/  DE000JL2EUX3  /

EUWAX
6/20/2024  10:57:03 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 840.00 - 1/17/2025 Put
 

Master data

WKN: JL2EUX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 840.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -55.57
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.60
Time value: 0.18
Break-even: 822.00
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.06
Spread %: 50.00%
Delta: -0.15
Theta: -0.10
Omega: -8.35
Rho: -0.95
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.10%
3 Months
  -63.89%
YTD
  -80.88%
1 Year
  -88.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.130
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.700 0.120
High (YTD): 1/9/2024 0.640
Low (YTD): 6/18/2024 0.120
52W High: 6/28/2023 1.600
52W Low: 6/18/2024 0.120
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.758
Avg. volume 1Y:   0.000
Volatility 1M:   147.54%
Volatility 6M:   101.64%
Volatility 1Y:   94.76%
Volatility 3Y:   -