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JP Morgan Put 65 AAP 17.01.2025/  DE000JL2RSN0  /

EUWAX
09/07/2024  11:13:34 Chg.-0.02 Bid21:18:09 Ask21:18:09 Underlying Strike price Expiration date Option type
1.05EUR -1.87% 1.11
Bid Size: 100,000		 1.12
Ask Size: 100,000		 Advance Auto Parts 65.00 - 17/01/2025 Put
 

Master data

WKN: JL2RSN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 17/01/2025
Issue date: 28/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.02
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.02
Implied volatility: 0.30
Historic volatility: 0.38
Parity: 1.02
Time value: 0.07
Break-even: 54.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 3.81%
Delta: -0.72
Theta: -0.01
Omega: -3.61
Rho: -0.26
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month  
+26.51%
3 Months  
+87.50%
YTD
  -26.06%
1 Year
  -7.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 1.00
1M High / 1M Low: 1.07 0.76
6M High / 6M Low: 1.42 0.45
High (YTD): 05/01/2024 1.49
Low (YTD): 02/04/2024 0.45
52W High: 24/10/2023 2.03
52W Low: 02/04/2024 0.45
Avg. price 1W:   1.03
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   0.00
Avg. price 6M:   0.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   0.00
Volatility 1M:   117.29%
Volatility 6M:   109.94%
Volatility 1Y:   96.03%
Volatility 3Y:   -