OverviewChartNewsTraderScreen

JP Morgan Put 215 BOX 17.01.2025/  DE000JL1KNH0  /

EUWAX
2024-06-20  9:21:30 AM Chg.-0.03 Bid7:09:46 PM Ask7:09:46 PM Underlying Strike price Expiration date Option type
1.29EUR -2.27% 1.17
Bid Size: 30,000		 1.20
Ask Size: 30,000		 BECTON, DICKINSON ... 215.00 - 2025-01-17 Put
 

Master data

WKN: JL1KNH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.31
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.25
Time value: 1.52
Break-even: 199.80
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.20
Spread %: 15.15%
Delta: -0.40
Theta: -0.03
Omega: -5.70
Rho: -0.59
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.61%
1 Month
  -0.77%
3 Months
  -12.84%
YTD
  -24.12%
1 Year
  -32.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.21
1M High / 1M Low: 1.78 1.05
6M High / 6M Low: 2.01 1.05
High (YTD): 2024-01-17 2.01
Low (YTD): 2024-06-07 1.05
52W High: 2023-11-10 2.20
52W Low: 2024-06-07 1.05
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   131.74%
Volatility 6M:   97.48%
Volatility 1Y:   89.40%
Volatility 3Y:   -