JP Morgan Put 95 EL 16.01.2026
/ DE000JK59F69
JP Morgan Put 95 EL 16.01.2026/ DE000JK59F69 /
8/14/2024 9:01:02 AM |
Chg.-0.20 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
-9.62% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
95.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.56 |
Historic volatility: |
0.39 |
Parity: |
0.28 |
Time value: |
1.81 |
Break-even: |
65.50 |
Moneyness: |
1.03 |
Premium: |
0.22 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.20 |
Spread %: |
10.58% |
Delta: |
-0.36 |
Theta: |
-0.02 |
Omega: |
-1.43 |
Rho: |
-0.72 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
2.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.59% |
1 Month |
|
|
+25.33% |
3 Months |
|
|
+108.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.88 |
1M High / 1M Low: |
2.08 |
1.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |