JP Morgan Put 255 BOX 17.01.2025
/ DE000JL0BUF0
JP Morgan Put 255 BOX 17.01.2025/ DE000JL0BUF0 /
| 26/06/2024 12:39:29 |
Chg.+0.09 |
Bid20:41:47 |
Ask20:41:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+3.08% |
3.06
Bid Size: 30,000 |
3.09
Ask Size: 30,000 |
BECTON, DICKINSON ... |
255.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL0BUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
255.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
13/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.66 |
| Time value: |
-0.52 |
| Break-even: |
223.60 |
| Moneyness: |
1.17 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
5.02% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.66% |
| 1 Month |
|
|
-5.64% |
| 3 Months |
|
|
-0.99% |
| YTD |
|
|
-8.51% |
| 1 Year |
|
|
-11.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.84 |
| 1M High / 1M Low: |
3.50 |
2.70 |
| 6M High / 6M Low: |
3.70 |
2.70 |
| High (YTD): |
17/01/2024 |
3.70 |
| Low (YTD): |
07/06/2024 |
2.70 |
| 52W High: |
10/11/2023 |
3.84 |
| 52W Low: |
27/07/2023 |
2.40 |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.07% |
| Volatility 6M: |
|
58.41% |
| Volatility 1Y: |
|
60.18% |
| Volatility 3Y: |
|
- |
