JP Morgan Put 80 EL 21.03.2025
/ DE000JT450G3
JP Morgan Put 80 EL 21.03.2025/ DE000JT450G3 /
| 2024-11-14 11:47:35 AM |
Chg.0.00 |
Bid12:32:23 PM |
Ask12:32:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
0.00% |
1.83
Bid Size: 2,000 |
1.88
Ask Size: 2,000 |
Estee Lauder Compani... |
80.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT450G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
1.62 |
| Time value: |
0.18 |
| Break-even: |
57.73 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.15% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.41 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.40% |
| 1 Month |
|
|
+273.47% |
| 3 Months |
|
|
+137.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.57 |
| 1M High / 1M Low: |
1.83 |
0.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| 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: |
|
544.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
