JP Morgan Call 75 AAP 17.01.2025
/ DE000JL4QR67
JP Morgan Call 75 AAP 17.01.2025/ DE000JL4QR67 /
17/06/2024 09:43:37 |
Chg.-0.030 |
Bid17:05:15 |
Ask17:05:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-5.77% |
0.520 Bid Size: 75,000 |
0.540 Ask Size: 75,000 |
Advance Auto Parts |
75.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
02/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.38 |
Parity: |
-1.57 |
Time value: |
0.55 |
Break-even: |
80.50 |
Moneyness: |
0.79 |
Premium: |
0.36 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.05 |
Spread %: |
10.00% |
Delta: |
0.39 |
Theta: |
-0.02 |
Omega: |
4.17 |
Rho: |
0.10 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-57.76% |
3 Months |
|
|
-69.94% |
YTD |
|
|
-50.51% |
1 Year |
|
|
-65.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.500 |
1M High / 1M Low: |
1.180 |
0.500 |
6M High / 6M Low: |
2.070 |
0.500 |
High (YTD): |
22/03/2024 |
2.070 |
Low (YTD): |
11/06/2024 |
0.500 |
52W High: |
22/03/2024 |
2.070 |
52W Low: |
11/06/2024 |
0.500 |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.781 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.104 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
174.73% |
Volatility 6M: |
|
119.26% |
Volatility 1Y: |
|
121.60% |
Volatility 3Y: |
|
- |