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JP Morgan Put 225 BOX 17.01.2025/  DE000JL1KNG2  /

EUWAX
2024-06-24  9:02:11 AM Chg.-0.01 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.52EUR -0.65% 1.59
Bid Size: 2,000		 1.74
Ask Size: 2,000		 BECTON, DICKINSON ... 225.00 - 2025-01-17 Put
 

Master data

WKN: JL1KNG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 225.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.35
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.20
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.20
Time value: 1.47
Break-even: 208.30
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.15
Spread %: 9.87%
Delta: -0.44
Theta: -0.03
Omega: -5.84
Rho: -0.65
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.06%
1 Month
  -20.00%
3 Months
  -17.39%
YTD
  -25.85%
1 Year
  -35.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.53
1M High / 1M Low: 2.22 1.40
6M High / 6M Low: 2.41 1.40
High (YTD): 2024-01-17 2.41
Low (YTD): 2024-06-07 1.40
52W High: 2023-11-10 2.60
52W Low: 2024-06-07 1.40
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   119.06%
Volatility 6M:   88.36%
Volatility 1Y:   82.14%
Volatility 3Y:   -