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JP Morgan Put 215 BOX 17.01.2025/  DE000JL1KNH0  /

EUWAX
5/31/2024  9:20:36 AM Chg.-0.19 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.59EUR -10.67% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 215.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.88
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.12
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.12
Time value: 1.42
Break-even: 199.60
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 10.79%
Delta: -0.42
Theta: -0.03
Omega: -5.89
Rho: -0.67
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month
  -1.24%
3 Months
  -10.17%
YTD
  -6.47%
1 Year
  -33.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.51
1M High / 1M Low: 1.78 1.26
6M High / 6M Low: 2.08 1.26
High (YTD): 1/17/2024 2.01
Low (YTD): 5/3/2024 1.26
52W High: 6/1/2023 2.39
52W Low: 7/27/2023 1.25
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.69
Avg. volume 1Y:   0.00
Volatility 1M:   133.07%
Volatility 6M:   89.30%
Volatility 1Y:   85.16%
Volatility 3Y:   -