JP Morgan Put 225 BOX 17.01.2025
/ DE000JL1KNG2
JP Morgan Put 225 BOX 17.01.2025/ DE000JL1KNG2 /
| 10/07/2024 09:06:42 |
Chg.+0.18 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+9.47% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
225.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
2.02 |
| Time value: |
0.16 |
| Break-even: |
203.20 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.10 |
| Spread %: |
4.81% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-6.33 |
| Rho: |
-0.84 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.92% |
| 1 Month |
|
|
+43.45% |
| 3 Months |
|
|
+10.05% |
| YTD |
|
|
+1.46% |
| 1 Year |
|
|
-2.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.81 |
| 1M High / 1M Low: |
2.08 |
1.45 |
| 6M High / 6M Low: |
2.41 |
1.40 |
| High (YTD): |
17/01/2024 |
2.41 |
| Low (YTD): |
07/06/2024 |
1.40 |
| 52W High: |
10/11/2023 |
2.60 |
| 52W Low: |
07/06/2024 |
1.40 |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.27% |
| Volatility 6M: |
|
87.07% |
| Volatility 1Y: |
|
82.71% |
| Volatility 3Y: |
|
- |
