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JP Morgan Put 65 AAP 17.01.2025/  DE000JL2RSN0  /

EUWAX
2024-05-23  11:00:50 AM Chg.+0.020 Bid4:33:21 PM Ask4:33:21 PM Underlying Strike price Expiration date Option type
0.750EUR +2.74% 0.770
Bid Size: 75,000		 0.790
Ask Size: 75,000		 Advance Auto Parts 65.00 - 2025-01-17 Put
 

Master data

WKN: JL2RSN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-04-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.11
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.01
Implied volatility: 0.42
Historic volatility: 0.48
Parity: 0.01
Time value: 0.79
Break-even: 57.00
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 6.67%
Delta: -0.41
Theta: -0.01
Omega: -3.29
Rho: -0.22
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+25.00%
3 Months
  -47.18%
YTD
  -47.18%
1 Year  
+33.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.600
1M High / 1M Low: 0.730 0.570
6M High / 6M Low: 1.860 0.450
High (YTD): 2024-01-05 1.490
Low (YTD): 2024-04-02 0.450
52W High: 2023-10-24 2.030
52W Low: 2024-04-02 0.450
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.634
Avg. volume 1M:   0.000
Avg. price 6M:   1.055
Avg. volume 6M:   0.000
Avg. price 1Y:   1.206
Avg. volume 1Y:   0.000
Volatility 1M:   89.44%
Volatility 6M:   94.07%
Volatility 1Y:   106.06%
Volatility 3Y:   -