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JP Morgan Put 235 BOX 17.01.2025/  DE000JL1KNN8  /

EUWAX
2024-05-23  1:58:54 PM Chg.-0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.15EUR -0.46% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 235.00 - 2025-01-17 Put
 

Master data

WKN: JL1KNN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 235.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.30
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.84
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 1.84
Time value: 0.49
Break-even: 211.70
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.15
Spread %: 6.88%
Delta: -0.59
Theta: -0.02
Omega: -5.46
Rho: -0.99
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.87%
1 Month
  -13.31%
3 Months
  -5.70%
YTD
  -11.89%
1 Year
  -34.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 2.08
1M High / 1M Low: 2.53 2.03
6M High / 6M Low: 2.90 2.02
High (YTD): 2024-01-17 2.83
Low (YTD): 2024-04-10 2.02
52W High: 2023-05-31 3.41
52W Low: 2023-07-27 1.75
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   2.44
Avg. volume 1Y:   0.00
Volatility 1M:   85.51%
Volatility 6M:   67.76%
Volatility 1Y:   70.28%
Volatility 3Y:   -