JP Morgan Put 235 BOX 17.01.2025
/ DE000JL1KNN8
JP Morgan Put 235 BOX 17.01.2025/ DE000JL1KNN8 /
| 6/20/2024 9:21:32 AM |
Chg.-0.02 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
235.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1KNN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
1.75 |
| Time value: |
0.60 |
| Break-even: |
211.50 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.20 |
| Spread %: |
9.30% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-5.42 |
| Rho: |
-0.87 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
+1.92% |
| 3 Months |
|
|
-6.61% |
| YTD |
|
|
-13.11% |
| 1 Year |
|
|
-19.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
2.12 |
| 1M High / 1M Low: |
2.66 |
1.81 |
| 6M High / 6M Low: |
2.83 |
1.81 |
| High (YTD): |
1/17/2024 |
2.83 |
| Low (YTD): |
6/7/2024 |
1.81 |
| 52W High: |
11/10/2023 |
3.03 |
| 52W Low: |
7/27/2023 |
1.75 |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.84% |
| Volatility 6M: |
|
76.44% |
| Volatility 1Y: |
|
74.11% |
| Volatility 3Y: |
|
- |
