JP Morgan Call 130 AAP 21.06.2024/  DE000JL0JX47  /

EUWAX
2024-06-10  12:20:29 PM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 130.00 - 2024-06-21 Call
 

Master data

WKN: JL0JX4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.85
Historic volatility: 0.38
Parity: -7.08
Time value: 0.10
Break-even: 131.00
Moneyness: 0.46
Premium: 1.21
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.09
Theta: -0.39
Omega: 5.28
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months
  -97.83%
YTD
  -97.50%
1 Year
  -99.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.061 0.001
High (YTD): 2024-03-22 0.061
Low (YTD): 2024-06-10 0.001
52W High: 2023-08-11 0.260
52W Low: 2024-06-10 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   0.064
Avg. volume 1Y:   0.000
Volatility 1M:   1,259.39%
Volatility 6M:   564.16%
Volatility 1Y:   433.91%
Volatility 3Y:   -