JP Morgan Put 65 AAP 16.08.2024
/ DE000JK44SH0
JP Morgan Put 65 AAP 16.08.2024/ DE000JK44SH0 /
| 7/8/2024 3:24:54 PM |
Chg.+0.030 |
Bid7:31:19 PM |
Ask7:31:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
0.680
Bid Size: 100,000 |
0.690
Ask Size: 100,000 |
Advance Auto Parts |
65.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK44SH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.58 |
| Time value: |
0.10 |
| Break-even: |
53.21 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-5.74 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.47% |
| 1 Month |
|
|
+56.82% |
| 3 Months |
|
|
+137.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.430 |
| 1M High / 1M Low: |
0.670 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
