JP Morgan Put 85 AAP 19.07.2024
/ DE000JK41AW3
JP Morgan Put 85 AAP 19.07.2024/ DE000JK41AW3 /
2024-05-24 9:45:52 AM |
Chg.+0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+3.95% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
85.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK41AW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.42 |
Implied volatility: |
0.65 |
Historic volatility: |
0.48 |
Parity: |
1.42 |
Time value: |
0.18 |
Break-even: |
62.36 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
1.91% |
Delta: |
-0.74 |
Theta: |
-0.04 |
Omega: |
-2.97 |
Rho: |
-0.10 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.52 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.40% |
1 Month |
|
|
+30.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.58 |
1.20 |
1M High / 1M Low: |
1.58 |
1.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |