JP Morgan Put 80 AAP 21.06.2024
/ DE000JL0FRE0
JP Morgan Put 80 AAP 21.06.2024/ DE000JL0FRE0 /
| 2024-05-27 4:01:42 PM |
Chg.-0.01 |
Bid4:08:18 PM |
Ask4:08:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-0.86% |
1.14
Bid Size: 3,000 |
1.19
Ask Size: 3,000 |
Advance Auto Parts |
80.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL0FRE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
1.59 |
| Time value: |
-0.41 |
| Break-even: |
68.20 |
| Moneyness: |
1.25 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.24% |
| 1 Month |
|
|
+38.55% |
| 3 Months |
|
|
-43.63% |
| YTD |
|
|
-41.03% |
| 1 Year |
|
|
+57.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.82 |
| 1M High / 1M Low: |
1.16 |
0.73 |
| 6M High / 6M Low: |
2.76 |
0.43 |
| High (YTD): |
2024-02-27 |
2.04 |
| Low (YTD): |
2024-04-02 |
0.43 |
| 52W High: |
2023-10-24 |
3.02 |
| 52W Low: |
2024-04-02 |
0.43 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
156.01% |
| Volatility 6M: |
|
151.08% |
| Volatility 1Y: |
|
175.11% |
| Volatility 3Y: |
|
- |
