OverviewChartNewsTraderScreen

JP Morgan Put 215 BOX 17.01.2025/  DE000JL1KNH0  /

EUWAX
20/09/2024  09:19:26 Chg.-0.050 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.830EUR -5.68% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 215.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.02
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.58
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 0.58
Time value: 0.37
Break-even: 205.50
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 10.47%
Delta: -0.55
Theta: -0.02
Omega: -12.20
Rho: -0.41
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.74%
1 Month
  -15.31%
3 Months
  -28.45%
YTD
  -51.18%
1 Year
  -46.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.830
1M High / 1M Low: 1.070 0.700
6M High / 6M Low: 1.820 0.700
High (YTD): 17/01/2024 2.010
Low (YTD): 03/09/2024 0.700
52W High: 10/11/2023 2.200
52W Low: 03/09/2024 0.700
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   1.283
Avg. volume 6M:   0.000
Avg. price 1Y:   1.526
Avg. volume 1Y:   0.000
Volatility 1M:   127.17%
Volatility 6M:   114.00%
Volatility 1Y:   98.93%
Volatility 3Y:   -