JP Morgan Put 75 AAP 17.01.2025
/ DE000JL1D8E3
JP Morgan Put 75 AAP 17.01.2025/ DE000JL1D8E3 /
| 28/06/2024 09:05:09 |
Chg.-0.06 |
Bid12:39:10 |
Ask12:39:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-3.90% |
1.48
Bid Size: 7,500 |
1.51
Ask Size: 7,500 |
Advance Auto Parts |
75.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL1D8E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
1.64 |
| Time value: |
-0.10 |
| Break-even: |
59.60 |
| Moneyness: |
1.28 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
3.36% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
+94.74% |
| YTD |
|
|
-23.32% |
| 1 Year |
|
|
-1.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.31 |
| 1M High / 1M Low: |
1.55 |
1.10 |
| 6M High / 6M Low: |
2.01 |
0.75 |
| High (YTD): |
27/02/2024 |
2.01 |
| Low (YTD): |
22/03/2024 |
0.75 |
| 52W High: |
24/10/2023 |
2.72 |
| 52W Low: |
22/03/2024 |
0.75 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
147.71% |
| Volatility 6M: |
|
96.76% |
| Volatility 1Y: |
|
86.05% |
| Volatility 3Y: |
|
- |
