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JP Morgan Put 75 AAP 21.06.2024/  DE000JL0FRD2  /

EUWAX
2024-05-27  4:01:42 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 2024-06-21 Put
 

Master data

WKN: JL0FRD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.64
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.09
Implied volatility: -
Historic volatility: 0.48
Parity: 1.09
Time value: -0.25
Break-even: 66.60
Moneyness: 1.17
Premium: -0.04
Premium p.a.: -0.44
Spread abs.: 0.03
Spread %: 3.70%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.27%
1 Month  
+44.64%
3 Months
  -51.50%
YTD
  -49.69%
1 Year  
+30.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.550
1M High / 1M Low: 0.820 0.490
6M High / 6M Low: 2.340 0.280
High (YTD): 2024-02-27 1.670
Low (YTD): 2024-04-02 0.280
52W High: 2023-10-24 2.590
52W Low: 2024-04-02 0.280
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.586
Avg. volume 1M:   0.000
Avg. price 6M:   1.113
Avg. volume 6M:   0.000
Avg. price 1Y:   1.395
Avg. volume 1Y:   0.000
Volatility 1M:   178.63%
Volatility 6M:   174.38%
Volatility 1Y:   186.15%
Volatility 3Y:   -