JP Morgan Put 85 AAP 21.06.2024
/ DE000JL0FRF7
JP Morgan Put 85 AAP 21.06.2024/ DE000JL0FRF7 /
2024-05-27 4:01:42 PM |
Chg.-0.01 |
Bid9:00:22 PM |
Ask9:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.53EUR |
-0.65% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
85.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JL0FRF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-14 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
2.09 |
Implied volatility: |
- |
Historic volatility: |
0.48 |
Parity: |
2.09 |
Time value: |
-0.53 |
Break-even: |
69.40 |
Moneyness: |
1.33 |
Premium: |
-0.08 |
Premium p.a.: |
-0.71 |
Spread abs.: |
0.03 |
Spread %: |
1.96% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.53 |
Previous Close: |
1.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.90% |
1 Month |
|
|
+33.04% |
3 Months |
|
|
-37.04% |
YTD |
|
|
-34.05% |
1 Year |
|
|
+80.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
1.16 |
1M High / 1M Low: |
1.54 |
1.04 |
6M High / 6M Low: |
3.19 |
0.62 |
High (YTD): |
2024-02-27 |
2.43 |
Low (YTD): |
2024-03-25 |
0.62 |
52W High: |
2023-10-24 |
3.46 |
52W Low: |
2024-03-25 |
0.62 |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.05 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
127.51% |
Volatility 6M: |
|
132.57% |
Volatility 1Y: |
|
167.39% |
Volatility 3Y: |
|
- |