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JP Morgan Put 70 AAP 17.01.2025/  DE000JL1D8J2  /

EUWAX
2024-06-24  12:38:42 PM Chg.0.00 Bid8:58:23 PM Ask8:58:23 PM Underlying Strike price Expiration date Option type
1.02EUR 0.00% 1.04
Bid Size: 75,000		 1.06
Ask Size: 75,000		 Advance Auto Parts 70.00 - 2025-01-17 Put
 

Master data

WKN: JL1D8J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.70
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.85
Implied volatility: 0.34
Historic volatility: 0.38
Parity: 0.85
Time value: 0.23
Break-even: 59.20
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 4.85%
Delta: -0.61
Theta: -0.01
Omega: -3.50
Rho: -0.28
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.30%
1 Month  
+0.99%
3 Months  
+72.88%
YTD
  -37.80%
1 Year
  -25.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.02
1M High / 1M Low: 1.23 0.85
6M High / 6M Low: 1.70 0.59
High (YTD): 2024-02-23 1.70
Low (YTD): 2024-04-02 0.59
52W High: 2023-10-24 2.34
52W Low: 2024-04-02 0.59
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.40
Avg. volume 1Y:   0.00
Volatility 1M:   162.05%
Volatility 6M:   103.43%
Volatility 1Y:   91.45%
Volatility 3Y:   -