JP Morgan Call 115 AAP 18.10.2024
/ DE000JK1S727
JP Morgan Call 115 AAP 18.10.2024/ DE000JK1S727 /
| 2024-06-17 12:30:58 PM |
Chg.+0.003 |
Bid6:14:21 PM |
Ask6:14:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+20.00% |
0.023
Bid Size: 25,000 |
0.043
Ask Size: 25,000 |
Advance Auto Parts |
115.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK1S72 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.38 |
| Parity: |
-4.82 |
| Time value: |
0.08 |
| Break-even: |
108.28 |
| Moneyness: |
0.55 |
| Premium: |
0.83 |
| Premium p.a.: |
4.98 |
| Spread abs.: |
0.07 |
| Spread %: |
368.42% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
6.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-85.00% |
| 3 Months |
|
|
-94.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.015 |
| 1M High / 1M Low: |
0.130 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
