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JP Morgan Put 40 AAP 17.01.2025/  DE000JL4QR42  /

EUWAX
17/06/2024  09:43:36 Chg.0.000 Bid19:24:12 Ask19:24:12 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.110
Bid Size: 50,000		 0.130
Ask Size: 50,000		 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: -32.92
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -1.93
Time value: 0.18
Break-even: 38.20
Moneyness: 0.68
Premium: 0.36
Premium p.a.: 0.68
Spread abs.: 0.06
Spread %: 50.00%
Delta: -0.12
Theta: -0.01
Omega: -3.91
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.09%
3 Months     0.00%
YTD
  -72.09%
1 Year
  -64.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.140 0.089
6M High / 6M Low: 0.460 0.083
High (YTD): 04/01/2024 0.460
Low (YTD): 28/03/2024 0.083
52W High: 24/10/2023 0.670
52W Low: 28/03/2024 0.083
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   191.84%
Volatility 6M:   121.85%
Volatility 1Y:   110.66%
Volatility 3Y:   -