JP Morgan Put 85 AAP 17.01.2025
/ DE000JL1D8G8
JP Morgan Put 85 AAP 17.01.2025/ DE000JL1D8G8 /
31/07/2024 13:59:38 |
Chg.-0.15 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
2.19EUR |
-6.41% |
- 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: |
-2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.67 |
Implied volatility: |
- |
Historic volatility: |
0.39 |
Parity: |
2.67 |
Time value: |
-0.42 |
Break-even: |
62.50 |
Moneyness: |
1.46 |
Premium: |
-0.07 |
Premium p.a.: |
-0.15 |
Spread abs.: |
0.05 |
Spread %: |
2.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.19 |
Previous Close: |
2.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.40% |
1 Month |
|
|
+1.86% |
3 Months |
|
|
+38.61% |
YTD |
|
|
-15.44% |
1 Year |
|
|
+16.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.50 |
2.19 |
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: |
|
2.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.33 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
89.92% |
Volatility 6M: |
|
91.88% |
Volatility 1Y: |
|
79.13% |
Volatility 3Y: |
|
- |