JP Morgan Put 95 EL 16.01.2026
/ DE000JK59F69
JP Morgan Put 95 EL 16.01.2026/ DE000JK59F69 /
05/09/2024 09:07:10 |
Chg.-0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.75EUR |
-1.13% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
95.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK59F6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.48 |
Historic volatility: |
0.38 |
Parity: |
0.23 |
Time value: |
1.52 |
Break-even: |
68.23 |
Moneyness: |
1.03 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.18 |
Spread %: |
11.49% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-1.78 |
Rho: |
-0.67 |
Quote data
Open: |
1.75 |
High: |
1.75 |
Low: |
1.75 |
Previous Close: |
1.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-9.33% |
3 Months |
|
|
+66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.72 |
1M High / 1M Low: |
2.08 |
1.69 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |