JP Morgan Put 130 EL 19.07.2024
/ DE000JB8AM75
JP Morgan Put 130 EL 19.07.2024/ DE000JB8AM75 /
| 18/06/2024 09:54:55 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 - |
19/07/2024 |
Put |
Master data
| WKN: |
JB8AM7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
- |
| Historic volatility: |
0.39 |
| Parity: |
3.73 |
| Time value: |
-2.21 |
| Break-even: |
114.80 |
| Moneyness: |
1.40 |
| Premium: |
-0.24 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.05 |
| Spread %: |
3.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.54% |
| 3 Months |
|
|
+72.29% |
| YTD |
|
|
+55.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.56 |
1.43 |
| 6M High / 6M Low: |
1.62 |
0.39 |
| High (YTD): |
17/01/2024 |
1.62 |
| Low (YTD): |
17/05/2024 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
236.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
