JP Morgan Put 85 EL 16.01.2026
/ DE000JK7TMY6
JP Morgan Put 85 EL 16.01.2026/ DE000JK7TMY6 /
| 11/11/2024 15:07:14 |
Chg.+0.15 |
Bid18:53:36 |
Ask18:53:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+6.44% |
2.36
Bid Size: 75,000 |
2.40
Ask Size: 75,000 |
Estee Lauder Compani... |
85.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JK7TMY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
12/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
1.97 |
| Time value: |
0.66 |
| Break-even: |
53.04 |
| Moneyness: |
1.33 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
6.05% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-1.21 |
| Rho: |
-0.69 |
Quote data
| Open: |
2.46 |
| High: |
2.48 |
| Low: |
2.46 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.73% |
| 1 Month |
|
|
+98.40% |
| 3 Months |
|
|
+69.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.25 |
| 1M High / 1M Low: |
2.69 |
1.22 |
| 6M High / 6M Low: |
2.69 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.70% |
| Volatility 6M: |
|
141.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
