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JP Morgan Call 75 AAP 17.01.2025/  DE000JL4QR67  /

EUWAX
2024-06-24  9:28:59 AM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.590EUR -3.28% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 2025-01-17 Call
 

Master data

WKN: JL4QR6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.61
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.35
Time value: 0.64
Break-even: 81.40
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.42
Theta: -0.03
Omega: 4.04
Rho: 0.11
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.41%
1 Month
  -35.87%
3 Months
  -71.50%
YTD
  -40.40%
1 Year
  -52.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 0.960 0.490
6M High / 6M Low: 2.070 0.490
High (YTD): 2024-03-22 2.070
Low (YTD): 2024-06-17 0.490
52W High: 2024-03-22 2.070
52W Low: 2024-06-17 0.490
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   0.000
Volatility 1M:   187.69%
Volatility 6M:   122.70%
Volatility 1Y:   122.61%
Volatility 3Y:   -