JP Morgan Put 220 BOX 17.01.2025
/ DE000JL1KNF4
JP Morgan Put 220 BOX 17.01.2025/ DE000JL1KNF4 /
| 6/24/2024 9:02:11 AM |
Chg.-0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
220.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
- |
| 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): |
1/17/2024 |
2.20 |
| Low (YTD): |
6/7/2024 |
1.22 |
| 52W High: |
11/10/2023 |
2.40 |
| 52W Low: |
6/7/2024 |
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: |
|
- |
