JP Morgan Put 85 EL 20.06.2025
/ DE000JT2FE78
JP Morgan Put 85 EL 20.06.2025/ DE000JT2FE78 /
| 11/14/2024 9:50:29 AM |
Chg.+0.04 |
Bid11:53:19 AM |
Ask11:53:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
+1.72% |
2.37
Bid Size: 3,000 |
2.45
Ask Size: 3,000 |
Estee Lauder Compani... |
85.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT2FE7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.41 |
| Parity: |
2.10 |
| Time value: |
0.35 |
| Break-even: |
55.95 |
| Moneyness: |
1.35 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
2.94% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-1.59 |
| Rho: |
-0.38 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.26% |
| 1 Month |
|
|
+174.42% |
| 3 Months |
|
|
+108.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.05 |
| 1M High / 1M Low: |
2.32 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
