JP Morgan Put 80 AAP 17.01.2025
/ DE000JL1D8F0
JP Morgan Put 80 AAP 17.01.2025/ DE000JL1D8F0 /
| 10/07/2024 09:05:45 |
Chg.+0.10 |
Bid11:23:43 |
Ask11:23:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+4.83% |
2.17
Bid Size: 5,000 |
2.23
Ask Size: 5,000 |
Advance Auto Parts |
80.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
2.65 |
| Time value: |
-0.43 |
| Break-even: |
57.80 |
| Moneyness: |
1.49 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.30% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.60% |
| 1 Month |
|
|
+24.71% |
| 3 Months |
|
|
+88.70% |
| YTD |
|
|
-3.56% |
| 1 Year |
|
|
+19.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.98 |
| 1M High / 1M Low: |
2.12 |
1.64 |
| 6M High / 6M Low: |
2.34 |
0.94 |
| High (YTD): |
27/02/2024 |
2.34 |
| Low (YTD): |
22/03/2024 |
0.94 |
| 52W High: |
24/10/2023 |
3.12 |
| 52W Low: |
22/03/2024 |
0.94 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.87% |
| Volatility 6M: |
|
95.43% |
| Volatility 1Y: |
|
83.00% |
| Volatility 3Y: |
|
- |
