JP Morgan Put 80 AAP 17.01.2025
/ DE000JL1D8F0
JP Morgan Put 80 AAP 17.01.2025/ DE000JL1D8F0 /
| 6/25/2024 9:07:14 AM |
Chg.+0.02 |
Bid3:54:53 PM |
Ask3:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+1.22% |
1.74
Bid Size: 75,000 |
1.76
Ask Size: 75,000 |
Advance Auto Parts |
80.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1D8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
1.92 |
| Time value: |
-0.20 |
| Break-even: |
62.80 |
| Moneyness: |
1.31 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.99% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.14% |
| 1 Month |
|
|
+5.73% |
| 3 Months |
|
|
+71.13% |
| YTD |
|
|
-26.22% |
| 1 Year |
|
|
-12.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.64 |
| 1M High / 1M Low: |
1.90 |
1.38 |
| 6M High / 6M Low: |
2.34 |
0.94 |
| High (YTD): |
2/27/2024 |
2.34 |
| Low (YTD): |
3/22/2024 |
0.94 |
| 52W High: |
10/24/2023 |
3.12 |
| 52W Low: |
3/22/2024 |
0.94 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
145.14% |
| Volatility 6M: |
|
91.43% |
| Volatility 1Y: |
|
81.07% |
| Volatility 3Y: |
|
- |
