JP Morgan Put 60 AAP 20.06.2025
/ DE000JT5R0R5
JP Morgan Put 60 AAP 20.06.2025/ DE000JT5R0R5 /
| 1/15/2025 2:05:08 PM |
Chg.0.00 |
Bid5:49:07 PM |
Ask5:49:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
0.00% |
1.68
Bid Size: 100,000 |
1.69
Ask Size: 100,000 |
Advance Auto Parts |
60.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT5R0R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.44 |
| Parity: |
1.49 |
| Time value: |
0.26 |
| Break-even: |
40.72 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.34% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-1.65 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
-5.52% |
| 3 Months |
|
|
-14.93% |
| YTD |
|
|
-5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.65 |
| 1M High / 1M Low: |
1.99 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
1.71 |
| Low (YTD): |
1/7/2025 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
