JP Morgan Put 75 AAP 20.09.2024
/ DE000JK5GY12
JP Morgan Put 75 AAP 20.09.2024/ DE000JK5GY12 /
6/19/2024 12:37:44 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
- |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
75.00 - |
9/20/2024 |
Put |
Master data
WKN: |
JK5GY1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.42 |
Implied volatility: |
- |
Historic volatility: |
0.38 |
Parity: |
1.42 |
Time value: |
-0.17 |
Break-even: |
62.50 |
Moneyness: |
1.23 |
Premium: |
-0.03 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.05 |
Spread %: |
4.17% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-1.64% |
1 Month |
|
|
+13.21% |
3 Months |
|
|
+114.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.20 |
1M High / 1M Low: |
1.38 |
0.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |