JP Morgan Put 145 ELAA 16.08.2024
/ DE000JL4ZP84
JP Morgan Put 145 ELAA 16.08.2024/ DE000JL4ZP84 /
| 2024-05-28 9:33:42 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
ESTEE LAUDER COS A D... |
145.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JL4ZP8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ESTEE LAUDER COS A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
2.89 |
| Time value: |
-0.85 |
| Break-even: |
124.60 |
| Moneyness: |
1.25 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
5.15% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.51% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+46.56% |
| YTD |
|
|
+24.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.46 |
| 1M High / 1M Low: |
1.98 |
1.12 |
| 6M High / 6M Low: |
2.53 |
0.98 |
| High (YTD): |
2024-01-17 |
2.53 |
| Low (YTD): |
2024-04-02 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.85% |
| Volatility 6M: |
|
150.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
