JP Morgan Put 75 AAP 17.05.2024/  DE000JK5CL78  /

EUWAX
2024-05-10  9:58:27 AM Chg.-0.080 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR -42.11% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 75.00 USD 2024-05-17 Put
 

Master data

WKN: JK5CL7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 2024-05-17
Issue date: 2024-03-20
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.14
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.49
Parity: 0.00
Time value: 0.16
Break-even: 68.05
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 3.00
Spread abs.: 0.03
Spread %: 21.43%
Delta: -0.48
Theta: -0.13
Omega: -21.24
Rho: -0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -69.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.110
1M High / 1M Low: 0.620 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -