JP Morgan Put 140 EL 16.08.2024
/ DE000JL4ZP76
JP Morgan Put 140 EL 16.08.2024/ DE000JL4ZP76 /
10/06/2024 10:14:10 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
- |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
140.00 - |
16/08/2024 |
Put |
Master data
WKN: |
JL4ZP7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 - |
Maturity: |
16/08/2024 |
Issue date: |
07/06/2023 |
Last trading day: |
11/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.18 |
Intrinsic value: |
4.18 |
Implied volatility: |
- |
Historic volatility: |
0.39 |
Parity: |
4.18 |
Time value: |
-2.10 |
Break-even: |
119.20 |
Moneyness: |
1.43 |
Premium: |
-0.21 |
Premium p.a.: |
-0.89 |
Spread abs.: |
0.07 |
Spread %: |
3.48% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.86 |
High: |
1.86 |
Low: |
1.86 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.38% |
3 Months |
|
|
+66.07% |
YTD |
|
|
+38.81% |
1 Year |
|
|
+151.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.86 |
1.86 |
6M High / 6M Low: |
2.22 |
0.81 |
High (YTD): |
17/01/2024 |
2.22 |
Low (YTD): |
02/04/2024 |
0.81 |
52W High: |
03/11/2023 |
3.17 |
52W Low: |
13/07/2023 |
0.70 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.50 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
161.91% |
Volatility 1Y: |
|
137.39% |
Volatility 3Y: |
|
- |