JP Morgan Put 55 AAP 19.07.2024
/ DE000JK3JFR4
JP Morgan Put 55 AAP 19.07.2024/ DE000JK3JFR4 /
| 2024-06-25 9:40:03 AM |
Chg.0.000 |
Bid6:31:44 PM |
Ask6:31:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
0.00% |
0.032
Bid Size: 50,000 |
0.042
Ask Size: 50,000 |
Advance Auto Parts |
55.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK3JFR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
-0.96 |
| Time value: |
0.06 |
| Break-even: |
50.66 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
9.52 |
| Spread abs.: |
0.04 |
| Spread %: |
173.91% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-12.16 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.11% |
| 1 Month |
|
|
-83.08% |
| 3 Months |
|
|
-67.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.022 |
| 1M High / 1M Low: |
0.160 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
