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JP Morgan Put 210 BOX 17.01.2025/  DE000JL1KNC1  /

EUWAX
6/7/2024  9:26:50 AM Chg.-0.140 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.900EUR -13.46% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 210.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
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
  -24.37%
1 Month
  -27.42%
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): 1/17/2024 1.830
Low (YTD): 6/7/2024 0.900
52W High: 6/12/2023 2.080
52W Low: 6/7/2024 0.900
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.204
Avg. volume 1M:   0.000
Avg. price 6M:   1.434
Avg. volume 6M:   0.000
Avg. price 1Y:   1.509
Avg. volume 1Y:   0.000
Volatility 1M:   131.27%
Volatility 6M:   98.51%
Volatility 1Y:   91.03%
Volatility 3Y:   -