JP Morgan Put 45 AAP 17.01.2025
/ DE000JL4QR59
JP Morgan Put 45 AAP 17.01.2025/ DE000JL4QR59 /
24/05/2024 09:29:46 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
45.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
02/06/2023 |
Last trading day: |
16/01/2025 |
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 |
|
|
+17.65% |
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): |
04/01/2024 |
0.610 |
Low (YTD): |
04/04/2024 |
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: |
|
119.45% |
Volatility 6M: |
|
109.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |