JP Morgan Put 50 AAP 20.09.2024
/ DE000JK06YM7
JP Morgan Put 50 AAP 20.09.2024/ DE000JK06YM7 /
| 15/08/2024 12:15:18 |
Chg.-0.010 |
Bid17:26:36 |
Ask17:26:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.140
Bid Size: 75,000 |
0.150
Ask Size: 75,000 |
Advance Auto Parts |
50.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK06YM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-28.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.38 |
| Parity: |
-0.95 |
| Time value: |
0.19 |
| Break-even: |
43.51 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
5.80 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-5.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.43% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.250 |
0.110 |
| 6M High / 6M Low: |
0.560 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.93% |
| Volatility 6M: |
|
228.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
