JP Morgan Put 60 AAP 17.01.2025
/ DE000JL29K35
JP Morgan Put 60 AAP 17.01.2025/ DE000JL29K35 /
| 9/26/2024 9:28:45 AM |
Chg.+0.10 |
Bid4:49:51 PM |
Ask4:49:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+5.71% |
1.78
Bid Size: 75,000 |
1.79
Ask Size: 75,000 |
Advance Auto Parts |
60.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL29K3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
2.44 |
| Time value: |
-0.54 |
| Break-even: |
41.00 |
| Moneyness: |
1.69 |
| Premium: |
-0.15 |
| Premium p.a.: |
-0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.80% |
| 1 Month |
|
|
+63.72% |
| 3 Months |
|
|
+198.39% |
| YTD |
|
|
+58.12% |
| 1 Year |
|
|
+34.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.63 |
| 1M High / 1M Low: |
1.97 |
1.13 |
| 6M High / 6M Low: |
1.97 |
0.34 |
| High (YTD): |
9/11/2024 |
1.97 |
| Low (YTD): |
4/4/2024 |
0.34 |
| 52W High: |
9/11/2024 |
1.97 |
| 52W Low: |
4/4/2024 |
0.34 |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.55% |
| Volatility 6M: |
|
150.93% |
| Volatility 1Y: |
|
123.62% |
| Volatility 3Y: |
|
- |
