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JP Morgan Put 50 AAP 17.01.2025/  DE000JL4LBY2  /

EUWAX
2024-06-05  8:41:34 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 50.00 - 2025-01-17 Put
 

Master data

WKN: JL4LBY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.16
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -0.99
Time value: 0.33
Break-even: 46.70
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.38
Spread abs.: 0.05
Spread %: 17.86%
Delta: -0.23
Theta: -0.01
Omega: -4.09
Rho: -0.10
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+16.67%
3 Months
  -31.71%
YTD
  -62.67%
1 Year
  -58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.220
1M High / 1M Low: 0.340 0.220
6M High / 6M Low: 0.960 0.180
High (YTD): 2024-01-05 0.790
Low (YTD): 2024-04-04 0.180
52W High: 2023-10-25 1.130
52W Low: 2024-04-04 0.180
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   0.614
Avg. volume 1Y:   0.000
Volatility 1M:   169.83%
Volatility 6M:   124.66%
Volatility 1Y:   108.01%
Volatility 3Y:   -