OverviewChartNewsTraderScreen

JP Morgan Put 235 BOX 17.01.2025/  DE000JL1KNN8  /

EUWAX
2024-05-27  1:35:55 PM Chg.+0.14 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.47EUR +6.01% -
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: -8.30
Leverage: Yes

Calculated values

Fair value: 2.41
Intrinsic value: 2.41
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 2.41
Time value: 0.13
Break-even: 209.60
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.15
Spread %: 6.28%
Delta: -0.67
Theta: -0.01
Omega: -5.53
Rho: -1.07
 

Quote data

Open: 2.47
High: 2.47
Low: 2.47
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -2.37%
3 Months  
+5.11%
YTD  
+1.23%
1 Year
  -25.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.47 2.08
1M High / 1M Low: 2.51 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:   2.24
Avg. volume 1W:   0.00
Avg. price 1M:   2.24
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.42
Avg. volume 1Y:   0.00
Volatility 1M:   94.82%
Volatility 6M:   69.21%
Volatility 1Y:   71.11%
Volatility 3Y:   -