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JP Morgan Put 65 AAP 17.01.2025/  DE000JL2RSN0  /

EUWAX
2024-05-24  10:56:56 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.770EUR +2.67% -
Bid Size: -		 -
Ask Size: -		 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: -7.82
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.09
Implied volatility: 0.42
Historic volatility: 0.48
Parity: 0.09
Time value: 0.73
Break-even: 56.80
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 6.49%
Delta: -0.42
Theta: -0.01
Omega: -3.28
Rho: -0.23
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.46%
1 Month  
+18.46%
3 Months
  -45.39%
YTD
  -45.77%
1 Year  
+6.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.630
1M High / 1M Low: 0.770 0.600
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:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   1.040
Avg. volume 6M:   0.000
Avg. price 1Y:   1.209
Avg. volume 1Y:   0.000
Volatility 1M:   84.52%
Volatility 6M:   94.28%
Volatility 1Y:   104.78%
Volatility 3Y:   -