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JP Morgan Call 65 AAP 17.01.2025/  DE000JL385K1  /

EUWAX
6/24/2024  9:50:01 AM Chg.-0.030 Bid6:03:35 PM Ask6:03:35 PM Underlying Strike price Expiration date Option type
0.960EUR -3.03% 0.930
Bid Size: 75,000		 0.950
Ask Size: 75,000		 Advance Auto Parts 65.00 - 1/17/2025 Call
 

Master data

WKN: JL385K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 1/17/2025
Issue date: 6/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.09
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.38
Parity: -0.35
Time value: 1.01
Break-even: 75.10
Moneyness: 0.95
Premium: 0.22
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.56
Theta: -0.03
Omega: 3.41
Rho: 0.14
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month
  -27.82%
3 Months
  -63.77%
YTD
  -25.58%
1 Year
  -41.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.820
1M High / 1M Low: 1.330 0.820
6M High / 6M Low: 2.650 0.820
High (YTD): 3/22/2024 2.650
Low (YTD): 6/17/2024 0.820
52W High: 3/22/2024 2.650
52W Low: 11/28/2023 0.710
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   0.991
Avg. volume 1M:   0.000
Avg. price 6M:   1.547
Avg. volume 6M:   0.000
Avg. price 1Y:   1.453
Avg. volume 1Y:   0.000
Volatility 1M:   209.83%
Volatility 6M:   120.66%
Volatility 1Y:   118.88%
Volatility 3Y:   -