JP Morgan Put 80 AAP 16.08.2024
/ DE000JK4FKQ2
JP Morgan Put 80 AAP 16.08.2024/ DE000JK4FKQ2 /
6/17/2024 10:28:03 AM |
Chg.+0.02 |
Bid7:26:46 PM |
Ask7:26:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+1.28% |
1.44 Bid Size: 50,000 |
1.45 Ask Size: 50,000 |
Advance Auto Parts |
80.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JK4FKQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.54 |
Historic volatility: |
0.38 |
Parity: |
1.55 |
Time value: |
0.07 |
Break-even: |
58.55 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
2.53% |
Delta: |
-0.82 |
Theta: |
-0.02 |
Omega: |
-3.00 |
Rho: |
-0.11 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.04% |
1 Month |
|
|
+59.60% |
3 Months |
|
|
+102.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.45 |
1M High / 1M Low: |
1.66 |
0.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.53 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |