JP Morgan Call 65 AAP 16.08.2024
/ DE000JK3J185
JP Morgan Call 65 AAP 16.08.2024/ DE000JK3J185 /
| 2024-06-24 12:42:28 PM |
Chg.-0.020 |
Bid5:49:46 PM |
Ask5:49:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.430
Bid Size: 75,000 |
0.440
Ask Size: 75,000 |
Advance Auto Parts |
65.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK3J18 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.07 |
| Time value: |
0.38 |
| Break-even: |
65.31 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
7.86 |
| Rho: |
0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
-49.45% |
| 3 Months |
|
|
-80.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.910 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
