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JP Morgan Call 65 AAP 21.06.2024/  DE000JL47MA9  /

EUWAX
2024-06-19  10:05:02 AM Chg.-0.016 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.053EUR -23.19% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 65.00 - 2024-06-21 Call
 

Master data

WKN: JL47MA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-06-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.48
Historic volatility: 0.38
Parity: -0.51
Time value: 0.09
Break-even: 65.89
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 50.85%
Delta: 0.24
Theta: -0.51
Omega: 16.32
Rho: 0.00
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.23%
1 Month
  -95.18%
3 Months
  -97.31%
YTD
  -93.38%
1 Year
  -96.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.047
1M High / 1M Low: 1.100 0.047
6M High / 6M Low: 2.220 0.047
High (YTD): 2024-03-22 2.220
Low (YTD): 2024-06-17 0.047
52W High: 2024-03-22 2.220
52W Low: 2024-06-17 0.047
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   1.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.999
Avg. volume 1Y:   0.000
Volatility 1M:   664.58%
Volatility 6M:   298.86%
Volatility 1Y:   240.04%
Volatility 3Y:   -