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JP Morgan Call 120 AAP 17.01.2025/  DE000JL1QXC7  /

EUWAX
19/06/2024  10:00:21 Chg.-0.001 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.055EUR -1.79% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 120.00 - 17/01/2025 Call
 

Master data

WKN: JL1QXC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.38
Parity: -6.01
Time value: 0.15
Break-even: 121.50
Moneyness: 0.50
Premium: 1.03
Premium p.a.: 2.38
Spread abs.: 0.09
Spread %: 167.86%
Delta: 0.13
Theta: -0.01
Omega: 5.03
Rho: 0.04
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -73.81%
3 Months
  -89.62%
YTD
  -79.63%
1 Year
  -85.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.050
1M High / 1M Low: 0.220 0.050
6M High / 6M Low: 0.560 0.050
High (YTD): 22/03/2024 0.560
Low (YTD): 17/06/2024 0.050
52W High: 11/08/2023 0.580
52W Low: 17/06/2024 0.050
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   354.51%
Volatility 6M:   197.21%
Volatility 1Y:   181.16%
Volatility 3Y:   -