JP Morgan Put 130 EL 16.01.2026/  DE000JK7KLY7  /

EUWAX
2024-07-30  9:04:41 AM Chg.+0.05 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.52EUR +1.44% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 130.00 USD 2026-01-16 Put
 

Master data

WKN: JK7KLY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-04
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.69
Leverage: Yes

Calculated values

Fair value: 3.14
Intrinsic value: 2.71
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 2.71
Time value: 0.75
Break-even: 85.59
Moneyness: 1.29
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.18
Spread %: 5.65%
Delta: -0.53
Theta: -0.01
Omega: -1.44
Rho: -1.23
 

Quote data

Open: 3.52
High: 3.52
Low: 3.52
Previous Close: 3.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.44%
1 Month  
+18.12%
3 Months  
+82.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.57 3.46
1M High / 1M Low: 3.68 3.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.50
Avg. volume 1W:   0.00
Avg. price 1M:   3.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -