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JP Morgan Call 100 AAP 17.01.2025/  DE000JL4QRB5  /

EUWAX
17/06/2024  09:43:37 Chg.-0.010 Bid12:37:03 Ask12:37:03 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 5,000		 0.180
Ask Size: 5,000		 Advance Auto Parts 100.00 - 17/01/2025 Call
 

Master data

WKN: JL4QRB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.22
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -4.07
Time value: 0.21
Break-even: 102.10
Moneyness: 0.59
Premium: 0.72
Premium p.a.: 1.53
Spread abs.: 0.07
Spread %: 50.00%
Delta: 0.18
Theta: -0.02
Omega: 5.06
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -71.11%
3 Months
  -83.12%
YTD
  -74.51%
1 Year
  -82.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.460 0.140
6M High / 6M Low: 1.030 0.140
High (YTD): 22/03/2024 1.030
Low (YTD): 14/06/2024 0.140
52W High: 22/03/2024 1.030
52W Low: 14/06/2024 0.140
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.527
Avg. volume 1Y:   0.000
Volatility 1M:   346.14%
Volatility 6M:   180.48%
Volatility 1Y:   161.52%
Volatility 3Y:   -