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JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
18/09/2024  09:45:55 Chg.0.000 Bid10:38:18 Ask10:38:18 Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.390
Bid Size: 5,000		 0.410
Ask Size: 5,000		 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: -8.85
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.28
Implied volatility: 0.32
Historic volatility: 0.40
Parity: 0.28
Time value: 0.14
Break-even: 35.80
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.60
Theta: -0.01
Omega: -5.27
Rho: -0.09
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month  
+166.67%
3 Months  
+263.64%
YTD
  -6.98%
1 Year
  -6.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.400
1M High / 1M Low: 0.520 0.130
6M High / 6M Low: 0.520 0.083
High (YTD): 11/09/2024 0.520
Low (YTD): 28/03/2024 0.083
52W High: 24/10/2023 0.670
52W Low: 28/03/2024 0.083
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   226.99%
Volatility 6M:   170.66%
Volatility 1Y:   139.31%
Volatility 3Y:   -