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JP Morgan Put 45 AAP 17.01.2025/  DE000JL4QR59  /

EUWAX
28/06/2024  09:34:13 Chg.-0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 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: -24.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -1.41
Time value: 0.24
Break-even: 42.60
Moneyness: 0.76
Premium: 0.28
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 26.32%
Delta: -0.17
Theta: -0.01
Omega: -4.13
Rho: -0.07
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+5.56%
3 Months  
+58.33%
YTD
  -67.24%
1 Year
  -58.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.610 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:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   163.44%
Volatility 6M:   123.88%
Volatility 1Y:   107.32%
Volatility 3Y:   -