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JP Morgan Put 220 BOX 17.01.2025/  DE000JL1KNF4  /

EUWAX
2024-05-24  9:03:30 AM Chg.+0.17 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.69EUR +11.18% -
Bid Size: -		 -
Ask Size: -		 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: -11.10
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.91
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.91
Time value: 0.99
Break-even: 201.00
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 8.57%
Delta: -0.49
Theta: -0.02
Omega: -5.49
Rho: -0.80
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.67%
1 Month
  -10.58%
3 Months  
+4.32%
YTD
  -9.63%
1 Year
  -38.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 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:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.87
Avg. volume 1Y:   0.00
Volatility 1M:   109.30%
Volatility 6M:   80.79%
Volatility 1Y:   80.22%
Volatility 3Y:   -