JP Morgan Put 80 AAP 21.06.2024
/ DE000JL0FRE0
JP Morgan Put 80 AAP 21.06.2024/ DE000JL0FRE0 /
| 2024-05-23 10:27:49 AM |
Chg.+0.03 |
Bid9:31:50 PM |
Ask9:31:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+2.80% |
1.17
Bid Size: 75,000 |
1.18
Ask Size: 75,000 |
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: |
-5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
1.51 |
| Time value: |
-0.38 |
| Break-even: |
68.70 |
| Moneyness: |
1.23 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
2.73% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.74% |
| 1 Month |
|
|
+54.93% |
| 3 Months |
|
|
-45.54% |
| YTD |
|
|
-43.59% |
| 1 Year |
|
|
+69.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.76 |
| 1M High / 1M Low: |
1.07 |
0.67 |
| 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: |
|
0.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
203.97% |
| Volatility 6M: |
|
150.94% |
| Volatility 1Y: |
|
174.65% |
| Volatility 3Y: |
|
- |
