JP Morgan Put 110 EL 17.01.2025
/ DE000JL893J6
JP Morgan Put 110 EL 17.01.2025/ DE000JL893J6 /
| 2024-08-01 10:38:38 AM |
Chg.+0.01 |
Bid4:52:22 PM |
Ask4:52:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+0.59% |
1.84
Bid Size: 50,000 |
1.86
Ask Size: 50,000 |
Estee Lauder Compani... |
110.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL893J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
0.96 |
| Time value: |
0.81 |
| Break-even: |
83.93 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
4.12% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-2.72 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
+23.02% |
| 3 Months |
|
|
+194.83% |
| YTD |
|
|
+116.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.55 |
| 1M High / 1M Low: |
1.84 |
1.36 |
| 6M High / 6M Low: |
1.84 |
0.48 |
| High (YTD): |
2024-07-19 |
1.84 |
| Low (YTD): |
2024-03-14 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.56% |
| Volatility 6M: |
|
129.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
