JP Morgan Put 120 EL 17.01.2025
/ DE000JL711J0
JP Morgan Put 120 EL 17.01.2025/ DE000JL711J0 /
2024-09-06 10:49:15 AM |
Chg.+0.18 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.79EUR |
+6.90% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JL711J |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-07-20 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
2.93 |
Implied volatility: |
- |
Historic volatility: |
0.38 |
Parity: |
2.93 |
Time value: |
-0.16 |
Break-even: |
80.56 |
Moneyness: |
1.37 |
Premium: |
-0.02 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.06 |
Spread %: |
2.33% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.79 |
Previous Close: |
2.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.57% |
1 Month |
|
|
+0.72% |
3 Months |
|
|
+130.58% |
YTD |
|
|
+160.75% |
1 Year |
|
|
+168.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.79 |
2.61 |
1M High / 1M Low: |
3.23 |
2.48 |
6M High / 6M Low: |
3.23 |
0.69 |
High (YTD): |
2024-08-13 |
3.23 |
Low (YTD): |
2024-03-14 |
0.69 |
52W High: |
2024-08-13 |
3.23 |
52W Low: |
2024-03-14 |
0.69 |
Avg. price 1W: |
|
2.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.49 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
84.62% |
Volatility 6M: |
|
112.52% |
Volatility 1Y: |
|
108.62% |
Volatility 3Y: |
|
- |