JP Morgan Call 125 EL 18.10.2024
/ DE000JT0DTL8
JP Morgan Call 125 EL 18.10.2024/ DE000JT0DTL8 /
| 30/07/2024 12:59:04 |
Chg.- |
Bid11:24:32 |
Ask11:24:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
- |
0.220
Bid Size: 2,000 |
0.280
Ask Size: 2,000 |
Estee Lauder Compani... |
125.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT0DTL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-2.36 |
| Time value: |
0.27 |
| Break-even: |
118.27 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.06 |
| Spread %: |
28.57% |
| Delta: |
0.23 |
| Theta: |
-0.05 |
| Omega: |
7.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.400 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
