JP Morgan Put 105 EL 18.10.2024
/ DE000JK52BS6
JP Morgan Put 105 EL 18.10.2024/ DE000JK52BS6 /
| 2024-07-31 1:34:54 PM |
Chg.+0.06 |
Bid4:39:56 PM |
Ask4:39:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+5.66% |
1.09
Bid Size: 50,000 |
1.11
Ask Size: 50,000 |
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: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.13% |
| 1 Month |
|
|
+67.16% |
| 3 Months |
|
|
+314.81% |
| 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: |
|
- |
