JP Morgan Put 110 EL 18.10.2024
/ DE000JK646D2
JP Morgan Put 110 EL 18.10.2024/ DE000JK646D2 /
| 31/07/2024 14:28:23 |
Chg.+0.08 |
Bid17:44:46 |
Ask17:44:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+5.97% |
1.35
Bid Size: 50,000 |
1.37
Ask Size: 50,000 |
Estee Lauder Compani... |
110.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK646D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
0.98 |
| Time value: |
0.39 |
| Break-even: |
88.02 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
3.50% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-4.18 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
+61.36% |
| 3 Months |
|
|
+294.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.29 |
| 1M High / 1M Low: |
1.56 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
