JP Morgan Put 70 AAP 21.06.2024
/ DE000JL29K19
JP Morgan Put 70 AAP 21.06.2024/ DE000JL29K19 /
| 2024-05-24 9:13:54 AM |
Chg.- |
Bid1:30:57 PM |
Ask1:30:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
70.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL29K1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
0.59 |
| Time value: |
-0.03 |
| Break-even: |
64.40 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.82% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-59.70% |
| YTD |
|
|
-58.14% |
| 1 Year |
|
|
+3.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.340 |
| 1M High / 1M Low: |
0.540 |
0.300 |
| 6M High / 6M Low: |
1.920 |
0.170 |
| High (YTD): |
2024-02-27 |
1.340 |
| Low (YTD): |
2024-04-02 |
0.170 |
| 52W High: |
2023-10-24 |
2.190 |
| 52W Low: |
2024-04-02 |
0.170 |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.855 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.121 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
210.53% |
| Volatility 6M: |
|
183.51% |
| Volatility 1Y: |
|
189.22% |
| Volatility 3Y: |
|
- |
