JP Morgan Put 65 AAP 20.12.2024
/ DE000JK6U3S0
JP Morgan Put 65 AAP 20.12.2024/ DE000JK6U3S0 /
| 7/10/2024 2:51:45 PM |
Chg.+0.06 |
Bid4:07:01 PM |
Ask4:07:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+5.88% |
1.06
Bid Size: 100,000 |
1.07
Ask Size: 100,000 |
Advance Auto Parts |
65.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK6U3S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
0.66 |
| Time value: |
0.45 |
| Break-even: |
49.01 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-2.60 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.96 |
| 1M High / 1M Low: |
1.04 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
