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JP Morgan Put 45 AAP 17.01.2025/  DE000JL4QR59  /

EUWAX
31/07/2024  14:22:27 Chg.-0.020 Bid21:59:19 Ask21:59:19 Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.200
Bid Size: 5,000		 0.250
Ask Size: 5,000		 Advance Auto Parts 45.00 - 17/01/2025 Put
 

Master data

WKN: JL4QR5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -1.33
Time value: 0.26
Break-even: 42.40
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 23.81%
Delta: -0.18
Theta: -0.02
Omega: -4.02
Rho: -0.06
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month  
+10.53%
3 Months  
+31.25%
YTD
  -63.79%
1 Year
  -48.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.270 0.180
6M High / 6M Low: 0.550 0.120
High (YTD): 04/01/2024 0.610
Low (YTD): 04/04/2024 0.120
52W High: 24/10/2023 0.880
52W Low: 04/04/2024 0.120
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   174.93%
Volatility 6M:   141.67%
Volatility 1Y:   116.73%
Volatility 3Y:   -