JP Morgan Put 85 AAP 21.06.2024
/ DE000JL0FRF7
JP Morgan Put 85 AAP 21.06.2024/ DE000JL0FRF7 /
| 2024-05-23 10:27:49 AM |
Chg.+0.04 |
Bid7:46:39 PM |
Ask7:46:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+2.78% |
1.57
Bid Size: 75,000 |
1.58
Ask Size: 75,000 |
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: |
-4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
2.01 |
| Time value: |
-0.50 |
| Break-even: |
69.90 |
| Moneyness: |
1.31 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.32% |
| 1 Month |
|
|
+48.00% |
| 3 Months |
|
|
-38.33% |
| YTD |
|
|
-36.21% |
| 1 Year |
|
|
+92.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.07 |
| 1M High / 1M Low: |
1.44 |
0.96 |
| 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: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.20% |
| Volatility 6M: |
|
132.48% |
| Volatility 1Y: |
|
166.86% |
| Volatility 3Y: |
|
- |
