JP Morgan Put 50 AAP 18.10.2024
/ DE000JK1R6N4
JP Morgan Put 50 AAP 18.10.2024/ DE000JK1R6N4 /
| 08/07/2024 12:49:01 |
Chg.- |
Bid09:30:48 |
Ask09:30:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
50.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK1R6N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.38 |
| Parity: |
-0.86 |
| Time value: |
0.26 |
| Break-even: |
43.57 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.03 |
| Spread %: |
13.04% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-4.81 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.240 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
