JP Morgan Put 265 BOX 17.01.2025
/ DE000JL1ZWD8
JP Morgan Put 265 BOX 17.01.2025/ DE000JL1ZWD8 /
2024-05-28 10:11:31 AM |
Chg.-0.14 |
Bid4:05:50 PM |
Ask4:05:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.65EUR |
-3.69% |
3.70 Bid Size: 25,000 |
3.74 Ask Size: 25,000 |
BECTON, DICKINSON ... |
265.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL1ZWD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
265.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-02 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.44 |
Intrinsic value: |
5.44 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
5.44 |
Time value: |
-1.58 |
Break-even: |
226.40 |
Moneyness: |
1.26 |
Premium: |
-0.07 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.20 |
Spread %: |
5.46% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.65 |
High: |
3.65 |
Low: |
3.65 |
Previous Close: |
3.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.31% |
1 Month |
|
|
-6.17% |
3 Months |
|
|
-0.82% |
YTD |
|
|
-1.88% |
1 Year |
|
|
-19.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.79 |
3.37 |
1M High / 1M Low: |
3.89 |
3.32 |
6M High / 6M Low: |
4.12 |
3.32 |
High (YTD): |
2024-04-17 |
4.11 |
Low (YTD): |
2024-05-03 |
3.32 |
52W High: |
2023-05-30 |
4.70 |
52W Low: |
2023-07-27 |
2.77 |
Avg. price 1W: |
|
3.53 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.65 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
68.85% |
Volatility 6M: |
|
52.06% |
Volatility 1Y: |
|
53.99% |
Volatility 3Y: |
|
- |