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JP Morgan Call 130 AAP 17.01.2025/  DE000JL1D8T1  /

EUWAX
6/20/2024  9:20:43 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.036EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 130.00 - 1/17/2025 Call
 

Master data

WKN: JL1D8T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.38
Parity: -6.85
Time value: 0.14
Break-even: 131.40
Moneyness: 0.47
Premium: 1.14
Premium p.a.: 2.81
Spread abs.: 0.10
Spread %: 278.38%
Delta: 0.11
Theta: -0.01
Omega: 5.00
Rho: 0.03
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -67.27%
3 Months
  -90.53%
YTD
  -82.86%
1 Year
  -86.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.036
1M High / 1M Low: 0.110 0.033
6M High / 6M Low: 0.410 0.033
High (YTD): 3/22/2024 0.410
Low (YTD): 6/17/2024 0.033
52W High: 8/11/2023 0.490
52W Low: 6/17/2024 0.033
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   0.000
Volatility 1M:   431.78%
Volatility 6M:   221.69%
Volatility 1Y:   190.77%
Volatility 3Y:   -