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JP Morgan Put 215 BOX 17.01.2025/  DE000JL1KNH0  /

EUWAX
2024-05-17  12:36:37 PM Chg.+0.01 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.31EUR +0.77% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 215.00 - 2025-01-17 Put
 

Master data

WKN: JL1KNH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.10
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.24
Time value: 1.44
Break-even: 200.60
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.15
Spread %: 11.63%
Delta: -0.39
Theta: -0.03
Omega: -5.89
Rho: -0.66
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.09%
1 Month
  -23.84%
3 Months
  -19.63%
YTD
  -22.94%
1 Year
  -43.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.30
1M High / 1M Low: 1.72 1.26
6M High / 6M Low: 2.08 1.26
High (YTD): 2024-01-17 2.01
Low (YTD): 2024-05-03 1.26
52W High: 2023-05-31 2.64
52W Low: 2023-07-27 1.25
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.73
Avg. volume 1Y:   0.00
Volatility 1M:   106.99%
Volatility 6M:   83.86%
Volatility 1Y:   82.95%
Volatility 3Y:   -