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JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
8/15/2024  9:44:04 AM Chg.-0.010 Bid5:18:14 PM Ask5:18:14 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.150
Bid Size: 75,000		 0.170
Ask Size: 75,000		 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: -26.16
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.38
Parity: -1.49
Time value: 0.21
Break-even: 37.90
Moneyness: 0.73
Premium: 0.31
Premium p.a.: 0.89
Spread abs.: 0.05
Spread %: 31.25%
Delta: -0.15
Theta: -0.02
Omega: -3.96
Rho: -0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month  
+33.33%
3 Months  
+61.62%
YTD
  -62.79%
1 Year
  -60.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.400 0.083
High (YTD): 1/4/2024 0.460
Low (YTD): 3/28/2024 0.083
52W High: 10/24/2023 0.670
52W Low: 3/28/2024 0.083
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   189.68%
Volatility 6M:   156.09%
Volatility 1Y:   128.46%
Volatility 3Y:   -