JP Morgan Put 65 AAP 20.09.2024
/ DE000JK06YS4
JP Morgan Put 65 AAP 20.09.2024/ DE000JK06YS4 /
| 2024-06-28 11:52:49 AM |
Chg.-0.050 |
Bid9:44:21 PM |
Ask9:44:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-7.35% |
0.630
Bid Size: 100,000 |
0.640
Ask Size: 100,000 |
Advance Auto Parts |
65.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK06YS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
0.21 |
| Time value: |
0.41 |
| Break-even: |
54.45 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-4.70 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.15% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.510 |
| 1M High / 1M Low: |
0.740 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
