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JP Morgan Put 70 AAP 21.06.2024/  DE000JL29K19  /

EUWAX
2024-05-23  1:59:41 PM Chg.+0.010 Bid9:32:33 PM Ask9:32:33 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% 0.540
Bid Size: 75,000		 0.550
Ask Size: 75,000		 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: -12.24
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.51
Implied volatility: 0.26
Historic volatility: 0.48
Parity: 0.51
Time value: 0.02
Break-even: 64.70
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 6.00%
Delta: -0.84
Theta: -0.01
Omega: -10.22
Rho: -0.05
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.33%
1 Month  
+63.33%
3 Months
  -63.16%
YTD
  -62.02%
1 Year  
+22.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.300
1M High / 1M Low: 0.480 0.280
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:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   1.116
Avg. volume 1Y:   0.000
Volatility 1M:   210.32%
Volatility 6M:   182.98%
Volatility 1Y:   189.20%
Volatility 3Y:   -