JP Morgan Put 50 AAP 17.01.2025
/ DE000JL4LBY2
JP Morgan Put 50 AAP 17.01.2025/ DE000JL4LBY2 /
2024-09-26 8:44:51 AM |
Chg.+0.070 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
50.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL4LBY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-31 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.44 |
Implied volatility: |
- |
Historic volatility: |
0.40 |
Parity: |
1.44 |
Time value: |
-0.35 |
Break-even: |
39.10 |
Moneyness: |
1.41 |
Premium: |
-0.10 |
Premium p.a.: |
-0.29 |
Spread abs.: |
0.02 |
Spread %: |
1.87% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.050 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.98% |
1 Month |
|
|
+90.91% |
3 Months |
|
|
+262.07% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+17.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.880 |
1M High / 1M Low: |
1.170 |
0.550 |
6M High / 6M Low: |
1.170 |
0.180 |
High (YTD): |
2024-09-11 |
1.170 |
Low (YTD): |
2024-04-04 |
0.180 |
52W High: |
2024-09-11 |
1.170 |
52W Low: |
2024-04-04 |
0.180 |
Avg. price 1W: |
|
0.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.883 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.573 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.17% |
Volatility 6M: |
|
166.09% |
Volatility 1Y: |
|
139.37% |
Volatility 3Y: |
|
- |