JP Morgan Put 45 AAP 21.03.2025
/ DE000JT5AUQ0
JP Morgan Put 45 AAP 21.03.2025/ DE000JT5AUQ0 /
| 2024-11-14 3:58:37 PM |
Chg.- |
Bid11:20:04 AM |
Ask11:20:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
- |
0.840
Bid Size: 5,000 |
0.860
Ask Size: 5,000 |
Advance Auto Parts |
45.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT5AUQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.42 |
| Parity: |
0.36 |
| Time value: |
0.44 |
| Break-even: |
34.76 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-2.46 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.04% |
| 1 Month |
|
|
-21.35% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.700 |
| 1M High / 1M Low: |
1.140 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
