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JP Morgan Put 220 BOX 17.01.2025/  DE000JL1KNF4  /

EUWAX
02/08/2024  08:58:12 Chg.+0.20 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.45EUR +16.00% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 220.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.30
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.12
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.12
Time value: 1.41
Break-even: 204.70
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 10.87%
Delta: -0.44
Theta: -0.04
Omega: -6.27
Rho: -0.51
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.68%
1 Month
  -8.23%
3 Months  
+0.69%
YTD
  -22.46%
1 Year
  -17.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.24
1M High / 1M Low: 1.85 1.24
6M High / 6M Low: 2.03 1.22
High (YTD): 17/01/2024 2.20
Low (YTD): 07/06/2024 1.22
52W High: 10/11/2023 2.40
52W Low: 07/06/2024 1.22
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   109.84%
Volatility 6M:   99.07%
Volatility 1Y:   87.84%
Volatility 3Y:   -