JP Morgan Put 105 EL 16.01.2026/  DE000JK7KLS9  /

EUWAX
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:   -