JP Morgan Put 70 AAP 17.01.2025
/ DE000JL1D8J2
JP Morgan Put 70 AAP 17.01.2025/ DE000JL1D8J2 /
| 2024-05-24 9:02:50 AM |
Chg.+0.05 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+5.21% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
70.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1D8J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.48 |
| Parity: |
0.59 |
| Time value: |
0.46 |
| Break-even: |
59.50 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.16 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.82% |
| 1 Month |
|
|
+20.24% |
| 3 Months |
|
|
-40.24% |
| YTD |
|
|
-38.41% |
| 1 Year |
|
|
+34.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.82 |
| 1M High / 1M Low: |
1.01 |
0.78 |
| 6M High / 6M Low: |
2.13 |
0.59 |
| High (YTD): |
2024-02-23 |
1.70 |
| Low (YTD): |
2024-04-02 |
0.59 |
| 52W High: |
2023-10-24 |
2.34 |
| 52W Low: |
2024-04-02 |
0.59 |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.41 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.75% |
| Volatility 6M: |
|
86.35% |
| Volatility 1Y: |
|
107.20% |
| Volatility 3Y: |
|
- |
