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JP Morgan Put 65 AAP 21.06.2024/  DE000JL19C37  /

EUWAX
2024-05-23  2:36:27 PM Chg.+0.010 Bid8:37:12 PM Ask8:37:12 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.330
Bid Size: 75,000		 0.340
Ask Size: 75,000		 Advance Auto Parts 65.00 - 2024-06-21 Put
 

Master data

WKN: JL19C3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.66
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.01
Implied volatility: 0.46
Historic volatility: 0.48
Parity: 0.01
Time value: 0.32
Break-even: 61.70
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 10.00%
Delta: -0.47
Theta: -0.05
Omega: -9.25
Rho: -0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.59%
1 Month  
+61.11%
3 Months
  -71.84%
YTD
  -71.29%
1 Year
  -12.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.170
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: 1.590 0.100
High (YTD): 2024-01-05 1.070
Low (YTD): 2024-04-02 0.100
52W High: 2023-10-24 1.810
52W Low: 2024-04-02 0.100
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.656
Avg. volume 6M:   0.000
Avg. price 1Y:   0.875
Avg. volume 1Y:   0.000
Volatility 1M:   227.70%
Volatility 6M:   195.13%
Volatility 1Y:   192.32%
Volatility 3Y:   -