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JP Morgan Put 135 ELAA 16.08.2024/  DE000JL4ZP68  /

EUWAX
2024-06-10  10:14:10 AM Chg.+0.16 Bid5:18:10 PM Ask5:18:10 PM Underlying Strike price Expiration date Option type
1.48EUR +12.12% 1.62
Bid Size: 50,000		 1.64
Ask Size: 50,000		 ESTEE LAUDER COS A D... 135.00 - 2024-08-16 Put
 

Master data

WKN: JL4ZP6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 2024-08-16
Issue date: 2023-06-07
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.21
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.32
Implied volatility: -
Historic volatility: 0.39
Parity: 2.32
Time value: -0.77
Break-even: 119.50
Moneyness: 1.21
Premium: -0.07
Premium p.a.: -0.32
Spread abs.: 0.06
Spread %: 4.03%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.63%
1 Month  
+46.53%
3 Months  
+68.18%
YTD  
+27.59%
1 Year  
+59.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.29
1M High / 1M Low: 1.50 0.71
6M High / 6M Low: 1.94 0.66
High (YTD): 2024-01-17 1.94
Low (YTD): 2024-04-02 0.66
52W High: 2023-11-03 2.83
52W Low: 2023-07-04 0.59
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   167.64%
Volatility 6M:   164.23%
Volatility 1Y:   141.62%
Volatility 3Y:   -