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JP Morgan Call 105 AAP 17.01.2025/  DE000JL4QRC3  /

EUWAX
6/24/2024  9:28:58 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 105.00 - 1/17/2025 Call
 

Master data

WKN: JL4QRC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.76
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -4.35
Time value: 0.20
Break-even: 107.00
Moneyness: 0.59
Premium: 0.74
Premium p.a.: 1.65
Spread abs.: 0.07
Spread %: 53.85%
Delta: 0.17
Theta: -0.02
Omega: 5.18
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -53.57%
3 Months
  -84.15%
YTD
  -71.11%
1 Year
  -76.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.290 0.100
6M High / 6M Low: 0.890 0.100
High (YTD): 3/22/2024 0.890
Low (YTD): 6/17/2024 0.100
52W High: 3/22/2024 0.890
52W Low: 6/17/2024 0.100
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   364.84%
Volatility 6M:   189.74%
Volatility 1Y:   168.90%
Volatility 3Y:   -