JP Morgan Put 85 AAP 17.01.2025
/ DE000JL1D8G8
JP Morgan Put 85 AAP 17.01.2025/ DE000JL1D8G8 /
| 02/08/2024 08:57:54 |
Chg.+0.14 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+6.45% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
85.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL1D8G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
2.90 |
| Time value: |
-0.49 |
| Break-even: |
60.90 |
| Moneyness: |
1.52 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
2.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.35% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
+46.20% |
| YTD |
|
|
-10.81% |
| 1 Year |
|
|
+13.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.17 |
| 1M High / 1M Low: |
2.58 |
2.06 |
| 6M High / 6M Low: |
2.69 |
1.16 |
| High (YTD): |
27/02/2024 |
2.69 |
| Low (YTD): |
22/03/2024 |
1.16 |
| 52W High: |
24/10/2023 |
3.54 |
| 52W Low: |
22/03/2024 |
1.16 |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.22% |
| Volatility 6M: |
|
92.11% |
| Volatility 1Y: |
|
78.39% |
| Volatility 3Y: |
|
- |
