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JP Morgan Put 125 EL 16.08.2024/  DE000JL7K3N0  /

EUWAX
2024-06-07  12:41:38 PM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 125.00 USD 2024-08-16 Put
 

Master data

WKN: JL7K3N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2024-08-16
Issue date: 2023-07-24
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.26
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.42
Implied volatility: 0.37
Historic volatility: 0.39
Parity: 0.42
Time value: 0.49
Break-even: 106.62
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 5.81%
Delta: -0.54
Theta: -0.04
Omega: -6.64
Rho: -0.13
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.19%
3 Months  
+23.73%
YTD
  -13.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.710
1M High / 1M Low: 0.900 0.360
6M High / 6M Low: 1.400 0.360
High (YTD): 2024-01-22 1.400
Low (YTD): 2024-05-17 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   0.754
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.20%
Volatility 6M:   192.33%
Volatility 1Y:   -
Volatility 3Y:   -