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JP Morgan Put 210 BOX 17.01.2025/  DE000JL1KNC1  /

EUWAX
07/06/2024  09:26:50 Chg.-0.140 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.900EUR -13.46% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 210.00 - 17/01/2025 Put
 

Master data

WKN: JL1KNC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 210.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.02
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.28
Time value: 1.06
Break-even: 199.40
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.15
Spread %: 16.48%
Delta: -0.31
Theta: -0.03
Omega: -6.54
Rho: -0.49
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 1.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.25%
1 Month
  -30.77%
3 Months
  -39.19%
YTD
  -41.56%
1 Year
  -55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 0.900
1M High / 1M Low: 1.580 0.900
6M High / 6M Low: 1.840 0.900
High (YTD): 17/01/2024 1.830
Low (YTD): 07/06/2024 0.900
52W High: 12/06/2023 2.080
52W Low: 07/06/2024 0.900
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.208
Avg. volume 1M:   0.000
Avg. price 6M:   1.434
Avg. volume 6M:   0.000
Avg. price 1Y:   1.510
Avg. volume 1Y:   0.000
Volatility 1M:   128.47%
Volatility 6M:   98.51%
Volatility 1Y:   90.94%
Volatility 3Y:   -