JP Morgan Call 95 EL 16.01.2026
/ DE000JT4C6Q2
JP Morgan Call 95 EL 16.01.2026/ DE000JT4C6Q2 /
| 11/11/2024 4:00:18 PM |
Chg.- |
Bid7:54:54 AM |
Ask7:54:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
- |
0.580
Bid Size: 3,000 |
0.780
Ask Size: 3,000 |
Estee Lauder Compani... |
95.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT4C6Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
7/22/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.41 |
| Parity: |
-2.85 |
| Time value: |
0.68 |
| Break-even: |
95.84 |
| Moneyness: |
0.68 |
| Premium: |
0.58 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.14 |
| Spread %: |
26.32% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.19 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-68.09% |
| 3 Months |
|
|
-64.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
1.820 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
