JP Morgan Call 115 AAP 16.01.2026
/ DE000JK6U5S5
JP Morgan Call 115 AAP 16.01.2026/ DE000JK6U5S5 /
| 25/06/2024 08:58:47 |
Chg.-0.020 |
Bid10:43:18 |
Ask10:43:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
0.500
Bid Size: 5,000 |
0.650
Ask Size: 5,000 |
Advance Auto Parts |
115.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK6U5S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
-4.63 |
| Time value: |
0.66 |
| Break-even: |
113.75 |
| Moneyness: |
0.57 |
| Premium: |
0.87 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.15 |
| Spread %: |
29.41% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.22 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.740 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
