JP Morgan Put 70 EL 16.01.2026
/ DE000JT40UF9
JP Morgan Put 70 EL 16.01.2026/ DE000JT40UF9 /
| 11/12/2024 10:48:33 AM |
Chg.-0.01 |
Bid2:55:53 PM |
Ask2:55:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-0.66% |
1.54
Bid Size: 7,500 |
1.63
Ask Size: 7,500 |
Estee Lauder Compani... |
70.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JT40UF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
7/12/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.41 |
| Parity: |
0.51 |
| Time value: |
1.12 |
| Break-even: |
49.35 |
| Moneyness: |
1.08 |
| Premium: |
0.19 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
6.54% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-1.51 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.42% |
| 1 Month |
|
|
+109.72% |
| 3 Months |
|
|
+64.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.38 |
| 1M High / 1M Low: |
1.87 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
