JP Morgan Put 95 EL 18.10.2024
/ DE000JT4WNW0
JP Morgan Put 95 EL 18.10.2024/ DE000JT4WNW0 /
| 09/10/2024 08:37:11 |
Chg.0.000 |
Bid10:35:19 |
Ask10:35:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.290
Bid Size: 2,000 |
0.330
Ask Size: 2,000 |
Estee Lauder Compani... |
95.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT4WNW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
0.10 |
| Time value: |
0.24 |
| Break-even: |
83.16 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
-0.53 |
| Theta: |
-0.16 |
| Omega: |
-13.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.00% |
| 1 Month |
|
|
-63.10% |
| 3 Months |
|
|
-31.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.200 |
| 1M High / 1M Low: |
1.060 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
