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JP Morgan Put 220 BOX 17.01.2025/  DE000JL1KNF4  /

EUWAX
2024-06-20  9:21:30 AM Chg.-0.03 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.48EUR -1.99% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 220.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.72
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.25
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.25
Time value: 1.46
Break-even: 202.90
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.20
Spread %: 13.25%
Delta: -0.44
Theta: -0.03
Omega: -5.60
Rho: -0.65
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.27%
1 Month  
+0.68%
3 Months
  -11.90%
YTD
  -20.86%
1 Year
  -30.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.48
1M High / 1M Low: 2.00 1.22
6M High / 6M Low: 2.20 1.22
High (YTD): 2024-01-17 2.20
Low (YTD): 2024-06-07 1.22
52W High: 2023-11-10 2.40
52W Low: 2024-06-07 1.22
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   125.41%
Volatility 6M:   92.15%
Volatility 1Y:   85.42%
Volatility 3Y:   -