JP Morgan Put 90 EL 21.03.2025
/ DE000JT2KV05
JP Morgan Put 90 EL 21.03.2025/ DE000JT2KV05 /
| 2024-07-31 2:30:57 PM |
Chg.+0.040 |
Bid5:34:26 PM |
Ask5:34:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
0.900
Bid Size: 50,000 |
0.930
Ask Size: 50,000 |
Estee Lauder Compani... |
90.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT2KV0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-0.87 |
| Time value: |
1.02 |
| Break-even: |
73.01 |
| Moneyness: |
0.91 |
| Premium: |
0.21 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
9.68% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-2.78 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+50.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.840 |
| 1M High / 1M Low: |
0.980 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
