JP Morgan Put 115 EL 16.01.2026
/ DE000JK7KLV3
JP Morgan Put 115 EL 16.01.2026/ DE000JK7KLV3 /
9/6/2024 9:19:59 AM |
Chg.+0.15 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.98EUR |
+5.30% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
115.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK7KLV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.76 |
Intrinsic value: |
2.48 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
2.48 |
Time value: |
0.51 |
Break-even: |
73.79 |
Moneyness: |
1.31 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.18 |
Spread %: |
6.41% |
Delta: |
-0.57 |
Theta: |
-0.01 |
Omega: |
-1.49 |
Rho: |
-1.01 |
Quote data
Open: |
2.98 |
High: |
2.98 |
Low: |
2.98 |
Previous Close: |
2.83 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.02% |
1 Month |
|
|
-3.56% |
3 Months |
|
|
+70.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.98 |
2.82 |
1M High / 1M Low: |
3.29 |
2.76 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |