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JP Morgan Put 220 BOX 17.01.2025/  DE000JL1KNF4  /

EUWAX
2024-05-23  1:58:53 PM Chg.-0.02 Bid5:02:28 PM Ask5:02:28 PM Underlying Strike price Expiration date Option type
1.52EUR -1.30% 1.66
Bid Size: 50,000		 1.69
Ask Size: 50,000		 BECTON, DICKINSON ... 220.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.67
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.34
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.34
Time value: 1.37
Break-even: 202.90
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 9.62%
Delta: -0.44
Theta: -0.03
Omega: -5.59
Rho: -0.74
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -17.39%
3 Months
  -10.59%
YTD
  -18.72%
1 Year
  -43.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.47
1M High / 1M Low: 1.89 1.44
6M High / 6M Low: 2.28 1.44
High (YTD): 2024-01-17 2.20
Low (YTD): 2024-05-03 1.44
52W High: 2023-05-31 2.82
52W Low: 2023-07-27 1.36
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.89
Avg. volume 1Y:   0.00
Volatility 1M:   99.74%
Volatility 6M:   79.29%
Volatility 1Y:   79.32%
Volatility 3Y:   -