JP Morgan Put 220 BOX 17.01.2025
/ DE000JL1KNF4
JP Morgan Put 220 BOX 17.01.2025/ DE000JL1KNF4 /
2024-05-27 1:35:52 PM |
Chg.+0.12 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
+7.10% |
- 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: |
-0.79 |
Quote data
Open: |
1.81 |
High: |
1.81 |
Low: |
1.81 |
Previous Close: |
1.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.48% |
1 Month |
|
|
-4.23% |
3 Months |
|
|
+5.85% |
YTD |
|
|
-3.21% |
1 Year |
|
|
-33.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.47 |
1M High / 1M Low: |
1.86 |
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: |
|
1.60 |
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: |
|
112.21% |
Volatility 6M: |
|
80.79% |
Volatility 1Y: |
|
80.37% |
Volatility 3Y: |
|
- |