OverviewChartNewsTraderScreen

JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
26/09/2024  09:46:30 Chg.+0.050 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.450EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 40.00 - 17/01/2025 Put
 

Master data

WKN: JL4QR4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.41
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.44
Implied volatility: 0.27
Historic volatility: 0.40
Parity: 0.44
Time value: 0.04
Break-even: 35.20
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 4.35%
Delta: -0.74
Theta: 0.00
Omega: -5.46
Rho: -0.10
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+125.00%
3 Months  
+309.09%
YTD  
+4.65%
1 Year
  -11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.520 0.200
6M High / 6M Low: 0.520 0.083
High (YTD): 11/09/2024 0.520
Low (YTD): 28/03/2024 0.083
52W High: 24/10/2023 0.670
52W Low: 28/03/2024 0.083
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   144.19%
Volatility 6M:   170.92%
Volatility 1Y:   140.05%
Volatility 3Y:   -