JP Morgan Put 950 REGN 16.08.2024
/ DE000JK1RW23
JP Morgan Put 950 REGN 16.08.2024/ DE000JK1RW23 /
| 7/24/2024 11:57:07 AM |
Chg.+0.009 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+26.47% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
950.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK1RW2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
950.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
-0.97 |
| Time value: |
0.10 |
| Break-even: |
865.60 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
4.26 |
| Spread abs.: |
0.06 |
| Spread %: |
138.10% |
| Delta: |
-0.16 |
| Theta: |
-0.58 |
| Omega: |
-15.62 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+168.75% |
| 1 Month |
|
|
-29.51% |
| 3 Months |
|
|
-93.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.016 |
| 1M High / 1M Low: |
0.098 |
0.013 |
| 6M High / 6M Low: |
0.840 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
607.37% |
| Volatility 6M: |
|
282.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
