JP Morgan Put 75 AAP 21.06.2024
/ DE000JL0FRD2
JP Morgan Put 75 AAP 21.06.2024/ DE000JL0FRD2 /
| 2024-05-30 10:37:26 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
-
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: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
1.50 |
| Time value: |
-0.28 |
| Break-even: |
62.80 |
| Moneyness: |
1.25 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
0.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+138.78% |
| 3 Months |
|
|
+39.29% |
| YTD |
|
|
-27.33% |
| 1 Year |
|
|
-22.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.17 |
| 1M High / 1M Low: |
1.17 |
0.49 |
| 6M High / 6M Low: |
2.18 |
0.28 |
| High (YTD): |
2024-02-27 |
1.67 |
| Low (YTD): |
2024-04-02 |
0.28 |
| 52W High: |
2023-10-24 |
2.59 |
| 52W Low: |
2024-04-02 |
0.28 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
177.73% |
| Volatility 6M: |
|
181.73% |
| Volatility 1Y: |
|
142.25% |
| Volatility 3Y: |
|
- |
