JP Morgan Call 115 EL 16.01.2026
/ DE000JT113M5
JP Morgan Call 115 EL 16.01.2026/ DE000JT113M5 /
| 10/18/2024 10:17:13 AM |
Chg.+0.07 |
Bid12:54:21 PM |
Ask12:54:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+6.86% |
1.07
Bid Size: 5,000 |
1.22
Ask Size: 5,000 |
Estee Lauder Compani... |
115.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT113M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.41 |
| Parity: |
-2.22 |
| Time value: |
1.21 |
| Break-even: |
118.29 |
| Moneyness: |
0.79 |
| Premium: |
0.41 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.20 |
| Spread %: |
19.80% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
3.23 |
| Rho: |
0.34 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.92% |
| 1 Month |
|
|
+21.11% |
| 3 Months |
|
|
-32.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.02 |
| 1M High / 1M Low: |
1.52 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
