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JP Morgan Put 110 EL 19.07.2024/  DE000JB60AT8  /

EUWAX
2024-07-05  11:43:54 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.490EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 110.00 USD 2024-07-19 Put
 

Master data

WKN: JB60AT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.24
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.34
Implied volatility: 0.43
Historic volatility: 0.39
Parity: 0.34
Time value: 0.17
Break-even: 96.38
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 8.51%
Delta: -0.64
Theta: -0.11
Omega: -12.32
Rho: -0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.97%
1 Month  
+276.92%
3 Months  
+145.00%
YTD  
+16.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.590 0.130
6M High / 6M Low: 0.780 0.056
High (YTD): 2024-01-17 0.780
Low (YTD): 2024-05-17 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   417.28%
Volatility 6M:   302.58%
Volatility 1Y:   -
Volatility 3Y:   -