JP Morgan Put 220 BOX 17.01.2025
/ DE000JL1KNF4
JP Morgan Put 220 BOX 17.01.2025/ DE000JL1KNF4 /
| 7/9/2024 9:05:40 AM |
Chg.+0.05 |
Bid6:36:34 PM |
Ask6:36:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+3.05% |
1.77
Bid Size: 50,000 |
1.80
Ask Size: 50,000 |
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: |
-11.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.18 |
| Time value: |
0.62 |
| Break-even: |
202.00 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
5.88% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-6.41 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+38.52% |
| 3 Months |
|
|
+4.32% |
| YTD |
|
|
-9.63% |
| 1 Year |
|
|
-16.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.58 |
| 1M High / 1M Low: |
1.64 |
1.25 |
| 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: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.11% |
| Volatility 6M: |
|
91.58% |
| Volatility 1Y: |
|
86.43% |
| Volatility 3Y: |
|
- |
