JP Morgan Put 65 EL 16.01.2026
/ DE000JT4C6K5
JP Morgan Put 65 EL 16.01.2026/ DE000JT4C6K5 /
2024-10-08 12:13:12 PM |
Chg.- |
Bid10:38:15 AM |
Ask10:38:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
- |
0.590 Bid Size: 2,000 |
0.790 Ask Size: 2,000 |
Estee Lauder Compani... |
65.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JT4C6K |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-07-22 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.40 |
Parity: |
-2.63 |
Time value: |
0.73 |
Break-even: |
51.93 |
Moneyness: |
0.69 |
Premium: |
0.39 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.18 |
Spread %: |
33.33% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-2.01 |
Rho: |
-0.28 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.87% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.530 |
1M High / 1M Low: |
0.740 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |