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JP Morgan Call 115 AAP 17.01.2025/  DE000JL2LTZ5  /

EUWAX
2024-06-21  9:33:23 AM Chg.- Bid10:25:22 AM Ask10:25:22 AM Underlying Strike price Expiration date Option type
0.083EUR - 0.081
Bid Size: 2,000		 0.160
Ask Size: 2,000		 Advance Auto Parts 115.00 - 2025-01-17 Call
 

Master data

WKN: JL2LTZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-05-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.38
Parity: -5.35
Time value: 0.16
Break-even: 116.60
Moneyness: 0.54
Premium: 0.90
Premium p.a.: 2.09
Spread abs.: 0.08
Spread %: 100.00%
Delta: 0.14
Theta: -0.02
Omega: 5.22
Rho: 0.04
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.75%
1 Month
  -56.32%
3 Months
  -87.42%
YTD
  -76.29%
1 Year
  -80.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.063
1M High / 1M Low: 0.190 0.063
6M High / 6M Low: 0.660 0.063
High (YTD): 2024-03-22 0.660
Low (YTD): 2024-06-17 0.063
52W High: 2023-08-11 0.730
52W Low: 2024-06-17 0.063
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.305
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   381.75%
Volatility 6M:   201.41%
Volatility 1Y:   176.05%
Volatility 3Y:   -