JP Morgan Put 35 AAP 17.01.2025
/ DE000JT7EN99
JP Morgan Put 35 AAP 17.01.2025/ DE000JT7EN99 /
18/09/2024 09:43:16 |
Chg.-0.010 |
Bid13:00:13 |
Ask13:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-4.35% |
0.220 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
Advance Auto Parts |
35.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JT7EN9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
14/08/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.40 |
Parity: |
-0.57 |
Time value: |
0.22 |
Break-even: |
29.31 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-4.19 |
Rho: |
-0.04 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
+134.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.220 |
1M High / 1M Low: |
0.300 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |