JP Morgan Put 80 AAP 17.01.2025
/ DE000JL1D8F0
JP Morgan Put 80 AAP 17.01.2025/ DE000JL1D8F0 /
8/5/2024 8:52:21 AM |
Chg.+0.11 |
Bid12:36:35 PM |
Ask12:36:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
+5.73% |
2.19 Bid Size: 7,500 |
2.23 Ask Size: 7,500 |
Advance Auto Parts |
80.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JL1D8F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/5/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.40 |
Implied volatility: |
- |
Historic volatility: |
0.38 |
Parity: |
2.40 |
Time value: |
-0.37 |
Break-even: |
59.70 |
Moneyness: |
1.43 |
Premium: |
-0.07 |
Premium p.a.: |
-0.14 |
Spread abs.: |
0.05 |
Spread %: |
2.53% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
1.92 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+56.15% |
YTD |
|
|
-9.78% |
1 Year |
|
|
+14.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.96 |
1.80 |
1M High / 1M Low: |
2.17 |
1.70 |
6M High / 6M Low: |
2.34 |
0.94 |
High (YTD): |
2/27/2024 |
2.34 |
Low (YTD): |
3/22/2024 |
0.94 |
52W High: |
10/24/2023 |
3.12 |
52W Low: |
3/22/2024 |
0.94 |
Avg. price 1W: |
|
1.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.00 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
86.28% |
Volatility 6M: |
|
99.55% |
Volatility 1Y: |
|
84.56% |
Volatility 3Y: |
|
- |