JP Morgan Put 60 AAP 20.09.2024
/ DE000JK06YQ8
JP Morgan Put 60 AAP 20.09.2024/ DE000JK06YQ8 /
| 2024-06-17 12:24:42 PM |
Chg.+0.010 |
Bid6:35:09 PM |
Ask6:35:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.360
Bid Size: 75,000 |
0.370
Ask Size: 75,000 |
Advance Auto Parts |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK06YQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
-0.32 |
| Time value: |
0.44 |
| Break-even: |
51.66 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
-0.35 |
| Theta: |
-0.03 |
| Omega: |
-4.76 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
+51.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.490 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
