JP Morgan Call 65 AAP 19.07.2024
/ DE000JK3JFU8
JP Morgan Call 65 AAP 19.07.2024/ DE000JK3JFU8 /
| 6/24/2024 12:42:38 PM |
Chg.-0.020 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.260
Bid Size: 7,500 |
0.280
Ask Size: 7,500 |
Advance Auto Parts |
65.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JK3JFU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.07 |
| Time value: |
0.26 |
| Break-even: |
64.12 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
10.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.62% |
| 1 Month |
|
|
-62.65% |
| 3 Months |
|
|
-86.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.210 |
| 1M High / 1M Low: |
0.830 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
