JP Morgan Put 225 BOX 20.09.2024
/ DE000JK1PNB3
JP Morgan Put 225 BOX 20.09.2024/ DE000JK1PNB3 /
| 6/24/2024 11:23:59 AM |
Chg.-0.050 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
0.900
Bid Size: 2,000 |
1.000
Ask Size: 2,000 |
BECTON, DICKINSON ... |
225.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
JK1PNB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
0.75 |
| Break-even: |
215.50 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
11.76% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-11.28 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.36% |
| 1 Month |
|
|
-33.87% |
| 3 Months |
|
|
-35.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.870 |
| 1M High / 1M Low: |
1.510 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
