JP Morgan Call 80 AAP 16.08.2024
/ DE000JK3J1B8
JP Morgan Call 80 AAP 16.08.2024/ DE000JK3J1B8 /
| 2024-06-24 12:42:28 PM |
Chg.-0.008 |
Bid6:06:15 PM |
Ask6:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-10.26% |
0.058
Bid Size: 50,000 |
0.068
Ask Size: 50,000 |
Advance Auto Parts |
80.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK3J1B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
-1.33 |
| Time value: |
0.11 |
| Break-even: |
75.95 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.04 |
| Spread %: |
61.76% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
10.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-79.41% |
| 3 Months |
|
|
-94.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.049 |
| 1M High / 1M Low: |
0.340 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
550.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
