JP Morgan Put 55 AAP 16.08.2024
/ DE000JK3HLY2
JP Morgan Put 55 AAP 16.08.2024/ DE000JK3HLY2 /
| 2024-06-17 9:46:20 AM |
Chg.+0.010 |
Bid12:37:03 PM |
Ask12:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 7,500 |
0.150
Ask Size: 7,500 |
Advance Auto Parts |
55.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK3HLY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
-0.79 |
| Time value: |
0.15 |
| Break-even: |
49.89 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-8.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.100 |
| 1M High / 1M Low: |
0.250 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
