JP Morgan Put 220 BOX 17.01.2025
/ DE000JL1KNF4
JP Morgan Put 220 BOX 17.01.2025/ DE000JL1KNF4 /
24/06/2024 09:02:11 |
Chg.-0.02 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
1.32EUR |
-1.49% |
- Bid Size: - |
- Ask Size: - |
BECTON, DICKINSON ... |
220.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL1KNF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-0.30 |
Time value: |
1.48 |
Break-even: |
205.20 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
11.28% |
Delta: |
-0.40 |
Theta: |
-0.03 |
Omega: |
-5.95 |
Rho: |
-0.58 |
Quote data
Open: |
1.32 |
High: |
1.32 |
Low: |
1.32 |
Previous Close: |
1.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
-21.89% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-29.41% |
1 Year |
|
|
-39.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.34 |
1M High / 1M Low: |
2.00 |
1.22 |
6M High / 6M Low: |
2.20 |
1.22 |
High (YTD): |
17/01/2024 |
2.20 |
Low (YTD): |
07/06/2024 |
1.22 |
52W High: |
10/11/2023 |
2.40 |
52W Low: |
07/06/2024 |
1.22 |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.80 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
128.22% |
Volatility 6M: |
|
94.10% |
Volatility 1Y: |
|
86.16% |
Volatility 3Y: |
|
- |