JP Morgan Put 105 EL 16.01.2026
/ DE000JK7KLS9
JP Morgan Put 105 EL 16.01.2026/ DE000JK7KLS9 /
| 30/07/2024 09:04:41 |
Chg.- |
Bid12:39:27 |
Ask12:39:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
- |
2.10
Bid Size: 5,000 |
2.25
Ask Size: 5,000 |
Estee Lauder Compani... |
105.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JK7KLS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
0.51 |
| Time value: |
1.63 |
| Break-even: |
75.63 |
| Moneyness: |
1.06 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.18 |
| Spread %: |
9.43% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-0.83 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.98% |
| 1 Month |
|
|
+22.62% |
| 3 Months |
|
|
+92.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
2.02 |
| 1M High / 1M Low: |
2.17 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
