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JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
10/07/2024  09:43:39 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 40.00 - 17/01/2025 Put
 

Master data

WKN: JL4QR4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.50
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.38
Parity: -1.35
Time value: 0.21
Break-even: 37.90
Moneyness: 0.75
Premium: 0.29
Premium p.a.: 0.63
Spread abs.: 0.05
Spread %: 31.25%
Delta: -0.16
Theta: -0.01
Omega: -4.07
Rho: -0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+33.33%
3 Months  
+70.21%
YTD
  -62.79%
1 Year
  -55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: 0.420 0.083
High (YTD): 04/01/2024 0.460
Low (YTD): 28/03/2024 0.083
52W High: 24/10/2023 0.670
52W Low: 28/03/2024 0.083
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   158.54%
Volatility 6M:   135.84%
Volatility 1Y:   116.90%
Volatility 3Y:   -