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JP Morgan Put 45 AAP 17.01.2025/  DE000JL4QR59  /

EUWAX
7/8/2024  9:33:12 AM Chg.+0.020 Bid11:46:55 AM Ask11:46:55 AM Underlying Strike price Expiration date Option type
0.260EUR +8.33% 0.260
Bid Size: 5,000		 0.300
Ask Size: 5,000		 Advance Auto Parts 45.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.08
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.38
Parity: -0.92
Time value: 0.30
Break-even: 42.00
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 15.38%
Delta: -0.22
Theta: -0.01
Omega: -4.06
Rho: -0.08
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month  
+36.84%
3 Months  
+62.50%
YTD
  -55.17%
1 Year
  -44.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.570 0.120
High (YTD): 1/4/2024 0.610
Low (YTD): 4/4/2024 0.120
52W High: 10/24/2023 0.880
52W Low: 4/4/2024 0.120
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   146.27%
Volatility 6M:   133.02%
Volatility 1Y:   112.43%
Volatility 3Y:   -