JP Morgan Put 45 AAP 17.01.2025
/ DE000JL4QR59
JP Morgan Put 45 AAP 17.01.2025/ DE000JL4QR59 /
| 2024-05-24 9:29:46 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
45.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL4QR5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.48 |
| Parity: |
-1.91 |
| Time value: |
0.26 |
| Break-even: |
42.40 |
| Moneyness: |
0.70 |
| Premium: |
0.34 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.07 |
| Spread %: |
36.84% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-3.51 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
-62.96% |
| YTD |
|
|
-65.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.200 |
0.150 |
| 6M High / 6M Low: |
0.760 |
0.120 |
| High (YTD): |
2024-01-04 |
0.610 |
| Low (YTD): |
2024-04-04 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.75% |
| Volatility 6M: |
|
109.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
