JP Morgan Put 75 AAP 17.01.2025
/ DE000JL1D8E3
JP Morgan Put 75 AAP 17.01.2025/ DE000JL1D8E3 /
| 6/21/2024 9:01:10 AM |
Chg.-0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
75.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1D8E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.38 |
| Parity: |
1.35 |
| Time value: |
0.02 |
| Break-even: |
61.30 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
3.79% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-3.40 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+3.94% |
| 3 Months |
|
|
+76.00% |
| YTD |
|
|
-31.61% |
| 1 Year |
|
|
-18.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.32 |
| 1M High / 1M Low: |
1.55 |
1.10 |
| 6M High / 6M Low: |
2.01 |
0.75 |
| High (YTD): |
2/27/2024 |
2.01 |
| Low (YTD): |
3/22/2024 |
0.75 |
| 52W High: |
10/24/2023 |
2.72 |
| 52W Low: |
3/22/2024 |
0.75 |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.84% |
| Volatility 6M: |
|
96.68% |
| Volatility 1Y: |
|
85.90% |
| Volatility 3Y: |
|
- |
