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JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
10/11/2024  2:29:17 PM Chg.+0.050 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.600EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 40.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.63
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.57
Implied volatility: 0.34
Historic volatility: 0.41
Parity: 0.57
Time value: 0.04
Break-even: 33.90
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.39%
Delta: -0.77
Theta: -0.01
Omega: -4.31
Rho: -0.09
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+30.43%
3 Months  
+361.54%
YTD  
+39.53%
1 Year
  -3.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.600 0.350
6M High / 6M Low: 0.600 0.089
High (YTD): 10/11/2024 0.600
Low (YTD): 3/28/2024 0.083
52W High: 10/24/2023 0.670
52W Low: 3/28/2024 0.083
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   144.00%
Volatility 6M:   172.86%
Volatility 1Y:   143.46%
Volatility 3Y:   -