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JP Morgan Put 125 EL 21.06.2024/  DE000JL8S259  /

EUWAX
2024-05-31  9:49:12 AM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.580EUR -7.94% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 125.00 USD 2024-06-21 Put
 

Master data

WKN: JL8S25
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.18
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.15
Implied volatility: 0.36
Historic volatility: 0.39
Parity: 0.15
Time value: 0.30
Break-even: 110.71
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.61
Spread abs.: 0.05
Spread %: 11.36%
Delta: -0.54
Theta: -0.09
Omega: -13.49
Rho: -0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.00%
1 Month  
+20.83%
3 Months  
+38.10%
YTD
  -18.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.380
1M High / 1M Low: 0.630 0.140
6M High / 6M Low: 1.300 0.140
High (YTD): 2024-01-17 1.300
Low (YTD): 2024-05-17 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   418.94%
Volatility 6M:   272.72%
Volatility 1Y:   -
Volatility 3Y:   -