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JP Morgan Put 60 AAP 17.01.2025/  DE000JL29K35  /

EUWAX
02/08/2024  09:04:56 Chg.+0.060 Bid18:24:01 Ask18:24:01 Underlying Strike price Expiration date Option type
0.710EUR +9.23% 0.810
Bid Size: 100,000		 0.820
Ask Size: 100,000		 Advance Auto Parts 60.00 - 17/01/2025 Put
 

Master data

WKN: JL29K3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 17/01/2025
Issue date: 04/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.78
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.24
Implied volatility: 0.42
Historic volatility: 0.38
Parity: 0.24
Time value: 0.50
Break-even: 52.60
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 5.71%
Delta: -0.48
Theta: -0.02
Omega: -3.71
Rho: -0.16
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.58%
1 Month
  -7.79%
3 Months  
+36.54%
YTD
  -39.32%
1 Year
  -26.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.650
1M High / 1M Low: 0.840 0.600
6M High / 6M Low: 1.160 0.340
High (YTD): 04/01/2024 1.200
Low (YTD): 04/04/2024 0.340
52W High: 24/10/2023 1.700
52W Low: 04/04/2024 0.340
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.733
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   0.940
Avg. volume 1Y:   0.000
Volatility 1M:   113.39%
Volatility 6M:   127.32%
Volatility 1Y:   104.95%
Volatility 3Y:   -