JP Morgan Put 55 AAP 17.01.2025
/ DE000JL1WUF4
JP Morgan Put 55 AAP 17.01.2025/ DE000JL1WUF4 /
| 2024-09-25 4:57:14 PM |
Chg.+0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
55.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1WUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
1.84 |
| Time value: |
-0.47 |
| Break-even: |
41.30 |
| Moneyness: |
1.50 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.34 |
| High: |
1.44 |
| Low: |
1.34 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.77% |
| 1 Month |
|
|
+92.00% |
| 3 Months |
|
|
+260.00% |
| YTD |
|
|
+53.19% |
| 1 Year |
|
|
+37.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.23 |
| 1M High / 1M Low: |
1.56 |
0.81 |
| 6M High / 6M Low: |
1.56 |
0.25 |
| High (YTD): |
2024-09-11 |
1.56 |
| Low (YTD): |
2024-04-04 |
0.25 |
| 52W High: |
2024-09-11 |
1.56 |
| 52W Low: |
2024-04-04 |
0.25 |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.90% |
| Volatility 6M: |
|
138.95% |
| Volatility 1Y: |
|
118.10% |
| Volatility 3Y: |
|
- |
