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JP Morgan Put 75 AAP 19.07.2024/  DE000JK4P5Q8  /

EUWAX
6/20/2024  9:00:59 AM Chg.- Bid9:04:47 AM Ask9:04:47 AM Underlying Strike price Expiration date Option type
1.04EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 USD 7/19/2024 Put
 

Master data

WKN: JK4P5Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 7/19/2024
Issue date: 3/13/2024
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.75
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.86
Implied volatility: 0.80
Historic volatility: 0.38
Parity: 0.86
Time value: 0.21
Break-even: 59.47
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 3.88%
Delta: -0.70
Theta: -0.08
Omega: -4.01
Rho: -0.04
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.77%
1 Month  
+16.85%
3 Months  
+197.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.04
1M High / 1M Low: 1.23 0.59
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   375
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -