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JP Morgan Put 50 AAP 17.01.2025/  DE000JL4LBY2  /

EUWAX
09/07/2024  08:39:48 Chg.-0.010 Bid11:38:47 Ask11:38:47 Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.390
Bid Size: 5,000		 0.430
Ask Size: 5,000		 Advance Auto Parts 50.00 - 17/01/2025 Put
 

Master data

WKN: JL4LBY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.73
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -0.48
Time value: 0.43
Break-even: 45.70
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 10.26%
Delta: -0.31
Theta: -0.01
Omega: -3.93
Rho: -0.11
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+34.48%
3 Months  
+85.71%
YTD
  -48.00%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.400 0.260
6M High / 6M Low: 0.740 0.180
High (YTD): 05/01/2024 0.790
Low (YTD): 04/04/2024 0.180
52W High: 25/10/2023 1.130
52W Low: 04/04/2024 0.180
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   0.584
Avg. volume 1Y:   0.000
Volatility 1M:   146.90%
Volatility 6M:   134.82%
Volatility 1Y:   114.52%
Volatility 3Y:   -