JP Morgan Put 975 REGN 16.08.2024
/ DE000JT2HGH0
JP Morgan Put 975 REGN 16.08.2024/ DE000JT2HGH0 /
| 2024-07-24 9:07:25 AM |
Chg.+0.019 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+34.55% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
975.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JT2HGH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
975.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-81.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-0.74 |
| Time value: |
0.12 |
| Break-even: |
886.64 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.05 |
| Spread %: |
64.38% |
| Delta: |
-0.20 |
| Theta: |
-0.60 |
| Omega: |
-16.33 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.74% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.039 |
| 1M High / 1M Low: |
0.150 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
