JP Morgan Put 45 AAP 20.06.2025
/ DE000JT5P030
JP Morgan Put 45 AAP 20.06.2025/ DE000JT5P030 /
| 10/11/2024 9:24:39 AM |
Chg.+0.05 |
Bid12:47:29 PM |
Ask12:47:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+4.67% |
1.12
Bid Size: 10,000 |
1.15
Ask Size: 10,000 |
Advance Auto Parts |
45.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT5P03 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.41 |
| Parity: |
0.70 |
| Time value: |
0.37 |
| Break-even: |
30.55 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
3.57% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-1.72 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+13.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
1.04 |
| 1M High / 1M Low: |
1.11 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
