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JP Morgan Call 75 AAP 17.01.2025/  DE000JL4QR67  /

EUWAX
6/25/2024  9:36:27 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.560EUR -5.08% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.97
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.42
Time value: 0.61
Break-even: 81.10
Moneyness: 0.81
Premium: 0.33
Premium p.a.: 0.66
Spread abs.: 0.05
Spread %: 8.93%
Delta: 0.41
Theta: -0.03
Omega: 4.08
Rho: 0.11
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -39.13%
3 Months
  -71.57%
YTD
  -43.43%
1 Year
  -55.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.960 0.490
6M High / 6M Low: 2.070 0.490
High (YTD): 3/22/2024 2.070
Low (YTD): 6/17/2024 0.490
52W High: 3/22/2024 2.070
52W Low: 6/17/2024 0.490
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.640
Avg. volume 1M:   0.000
Avg. price 6M:   1.131
Avg. volume 6M:   0.000
Avg. price 1Y:   1.086
Avg. volume 1Y:   0.000
Volatility 1M:   187.81%
Volatility 6M:   122.30%
Volatility 1Y:   122.41%
Volatility 3Y:   -