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JP Morgan Put 230 BOX 17.01.2025/  DE000JL1KNJ6  /

EUWAX
2024-05-28  9:04:15 AM Chg.-0.10 Bid11:30:14 AM Ask11:30:14 AM Underlying Strike price Expiration date Option type
2.14EUR -4.46% 2.14
Bid Size: 2,000		 2.29
Ask Size: 2,000		 BECTON, DICKINSON ... 230.00 - 2025-01-17 Put
 

Master data

WKN: JL1KNJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.96
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 1.94
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 1.94
Time value: 0.41
Break-even: 206.50
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 9.30%
Delta: -0.60
Theta: -0.02
Omega: -5.41
Rho: -0.97
 

Quote data

Open: 2.14
High: 2.14
Low: 2.14
Previous Close: 2.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.44%
1 Month
  -7.36%
3 Months     0.00%
YTD
  -4.46%
1 Year
  -31.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.24 1.87
1M High / 1M Low: 2.28 1.82
6M High / 6M Low: 2.69 1.82
High (YTD): 2024-01-17 2.61
Low (YTD): 2024-05-03 1.82
52W High: 2023-05-31 3.21
52W Low: 2023-07-27 1.62
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   2.23
Avg. volume 1Y:   0.00
Volatility 1M:   102.38%
Volatility 6M:   73.32%
Volatility 1Y:   73.90%
Volatility 3Y:   -