JP Morgan Put 45 AAP 20.09.2024
/ DE000JK06YL9
JP Morgan Put 45 AAP 20.09.2024/ DE000JK06YL9 /
| 31/07/2024 12:21:46 |
Chg.-0.014 |
Bid20:27:54 |
Ask20:27:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-19.44% |
0.058
Bid Size: 50,000 |
0.068
Ask Size: 50,000 |
Advance Auto Parts |
45.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK06YL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.39 |
| Parity: |
-1.67 |
| Time value: |
0.09 |
| Break-even: |
40.68 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
5.63 |
| Spread abs.: |
0.04 |
| Spread %: |
66.67% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-6.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
-26.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.072 |
| 1M High / 1M Low: |
0.110 |
0.053 |
| 6M High / 6M Low: |
0.400 |
0.048 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.07% |
| Volatility 6M: |
|
210.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
