JP Morgan Put 90 AAP 17.01.2025
/ DE000JL1D8H6
JP Morgan Put 90 AAP 17.01.2025/ DE000JL1D8H6 /
| 2024-05-24 9:02:50 AM |
Chg.+0.08 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
90.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1D8H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
2.59 |
| Time value: |
-0.31 |
| Break-even: |
67.20 |
| Moneyness: |
1.40 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
2.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.87% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-26.07% |
| YTD |
|
|
-23.81% |
| 1 Year |
|
|
+76.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.90 |
| 1M High / 1M Low: |
2.24 |
1.82 |
| 6M High / 6M Low: |
3.68 |
1.40 |
| High (YTD): |
2024-02-27 |
3.05 |
| Low (YTD): |
2024-03-22 |
1.40 |
| 52W High: |
2023-10-24 |
3.97 |
| 52W Low: |
2023-05-26 |
1.27 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.32% |
| Volatility 6M: |
|
66.88% |
| Volatility 1Y: |
|
102.45% |
| Volatility 3Y: |
|
- |
