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JP Morgan Put 65 AAP 17.01.2025/  DE000JL2RSN0  /

EUWAX
24/06/2024  10:49:46 Chg.-0.020 Bid21:56:55 Ask21:56:55 Underlying Strike price Expiration date Option type
0.760EUR -2.56% 0.780
Bid Size: 7,500		 0.820
Ask Size: 7,500		 Advance Auto Parts 65.00 - 17/01/2025 Put
 

Master data

WKN: JL2RSN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 17/01/2025
Issue date: 28/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.50
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.35
Implied volatility: 0.38
Historic volatility: 0.38
Parity: 0.35
Time value: 0.47
Break-even: 56.80
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 6.49%
Delta: -0.49
Theta: -0.01
Omega: -3.69
Rho: -0.22
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.64%
1 Month
  -1.30%
3 Months  
+68.89%
YTD
  -46.48%
1 Year
  -37.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.780
1M High / 1M Low: 0.940 0.640
6M High / 6M Low: 1.490 0.450
High (YTD): 05/01/2024 1.490
Low (YTD): 02/04/2024 0.450
52W High: 24/10/2023 2.030
52W Low: 02/04/2024 0.450
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.811
Avg. volume 1M:   0.000
Avg. price 6M:   0.909
Avg. volume 6M:   0.000
Avg. price 1Y:   1.187
Avg. volume 1Y:   0.000
Volatility 1M:   135.88%
Volatility 6M:   102.64%
Volatility 1Y:   92.07%
Volatility 3Y:   -