JP Morgan Put 980 REGN 15.11.2024
/ DE000JK5NK84
JP Morgan Put 980 REGN 15.11.2024/ DE000JK5NK84 /
| 10/4/2024 11:49:24 AM |
Chg.+0.070 |
Bid9:38:29 PM |
Ask9:38:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+31.82% |
0.280
Bid Size: 75,000 |
0.290
Ask Size: 75,000 |
Regeneron Pharmaceut... |
980.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK5NK8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
980.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/22/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.31 |
| Time value: |
0.30 |
| Break-even: |
858.16 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
-0.36 |
| Theta: |
-0.48 |
| Omega: |
-10.94 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
+262.50% |
| 3 Months |
|
|
-19.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.230 |
0.072 |
| 6M High / 6M Low: |
1.120 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
404.61% |
| Volatility 6M: |
|
237.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
