JP Morgan Put 95 EL 17.01.2025
/ DE000JB2BT32
JP Morgan Put 95 EL 17.01.2025/ DE000JB2BT32 /
| 11/1/2024 11:19:36 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
95.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JB2BT3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/29/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
3.55 |
| Time value: |
-1.09 |
| Break-even: |
70.40 |
| Moneyness: |
1.60 |
| Premium: |
-0.18 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
-0.17 |
| Spread %: |
-6.46% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+202.47% |
| 3 Months |
|
|
+100.82% |
| YTD |
|
|
+410.42% |
| 1 Year |
|
|
+198.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.45 |
0.81 |
| 6M High / 6M Low: |
2.45 |
0.30 |
| High (YTD): |
11/1/2024 |
2.45 |
| Low (YTD): |
4/2/2024 |
0.27 |
| 52W High: |
11/1/2024 |
2.45 |
| 52W Low: |
4/2/2024 |
0.27 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
475.67% |
| Volatility 6M: |
|
201.26% |
| Volatility 1Y: |
|
173.17% |
| Volatility 3Y: |
|
- |
