JP Morgan Put 45 AAP 16.01.2026/  DE000JK7KJH6  /

EUWAX
05/08/2024  12:49:56 Chg.+0.090 Bid14:26:19 Ask14:26:19 Underlying Strike price Expiration date Option type
0.730EUR +14.06% 0.740
Bid Size: 7,500
0.840
Ask Size: 7,500
Advance Auto Parts 45.00 USD 16/01/2026 Put
 

Master data

WKN: JK7KJH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 16/01/2026
Issue date: 04/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.82
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.38
Parity: -1.47
Time value: 0.82
Break-even: 33.04
Moneyness: 0.74
Premium: 0.41
Premium p.a.: 0.27
Spread abs.: 0.15
Spread %: 22.39%
Delta: -0.20
Theta: -0.01
Omega: -1.36
Rho: -0.28
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.06%
1 Month  
+17.74%
3 Months  
+58.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.600
1M High / 1M Low: 0.680 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -