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JP Morgan Call 105 AAP 21.06.2024/  DE000JL4BEZ4  /

EUWAX
2024-06-12  9:52:24 AM Chg.- Bid9:00:05 AM Ask9:00:05 AM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 105.00 - 2024-06-21 Call
 

Master data

WKN: JL4BEZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 191.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.96
Historic volatility: 0.38
Parity: -4.57
Time value: 0.03
Break-even: 105.31
Moneyness: 0.56
Premium: 0.78
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: 0.05
Theta: -0.22
Omega: 8.73
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.67%
3 Months
  -99.41%
YTD
  -99.17%
1 Year
  -99.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.032 0.001
6M High / 6M Low: 0.280 0.001
High (YTD): 2024-03-22 0.280
Low (YTD): 2024-06-12 0.001
52W High: 2023-08-11 0.500
52W Low: 2024-06-12 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   0.000
Volatility 1M:   1,249.90%
Volatility 6M:   518.21%
Volatility 1Y:   395.20%
Volatility 3Y:   -