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JP Morgan Put 225 BOX 17.01.2025/  DE000JL1KNG2  /

EUWAX
2024-05-28  9:04:13 AM Chg.-0.11 Bid10:30:15 AM Ask10:30:15 AM Underlying Strike price Expiration date Option type
1.92EUR -5.42% 1.93
Bid Size: 2,000		 2.08
Ask Size: 2,000		 BECTON, DICKINSON ... 225.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.89
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.44
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 1.44
Time value: 0.69
Break-even: 203.70
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 10.36%
Delta: -0.55
Theta: -0.02
Omega: -5.42
Rho: -0.88
 

Quote data

Open: 1.92
High: 1.92
Low: 1.92
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.66%
1 Month
  -8.13%
3 Months
  -1.03%
YTD
  -6.34%
1 Year
  -34.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.66
1M High / 1M Low: 2.07 1.63
6M High / 6M Low: 2.48 1.63
High (YTD): 2024-01-17 2.41
Low (YTD): 2024-05-03 1.63
52W High: 2023-05-31 3.01
52W Low: 2023-07-27 1.49
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.05
Avg. volume 1Y:   0.00
Volatility 1M:   106.06%
Volatility 6M:   76.86%
Volatility 1Y:   77.11%
Volatility 3Y:   -