JP Morgan Put 45 AAP 20.12.2024
/ DE000JK6U3N1
JP Morgan Put 45 AAP 20.12.2024/ DE000JK6U3N1 /
| 9/20/2024 12:13:07 PM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
45.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK6U3N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
0.36 |
| Time value: |
0.27 |
| Break-even: |
34.01 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-3.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
+86.21% |
| 3 Months |
|
|
+260.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
