JP Morgan Put 105 EL 18.10.2024/  DE000JK52BS6  /

EUWAX
2024-07-30  1:57:27 PM Chg.+0.10 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.06EUR +10.42% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 105.00 USD 2024-10-18 Put
 

Master data

WKN: JK52BS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 105.00 USD
Maturity: 2024-10-18
Issue date: 2024-04-16
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.86
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.51
Implied volatility: 0.54
Historic volatility: 0.39
Parity: 0.51
Time value: 0.66
Break-even: 85.38
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 3.54%
Delta: -0.52
Theta: -0.05
Omega: -4.12
Rho: -0.13
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 0.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.07%
1 Month  
+58.21%
3 Months  
+292.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 0.96
1M High / 1M Low: 1.24 0.81
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -