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JP Morgan Call 80 AAP 17.01.2025/  DE000JL4QR83  /

EUWAX
2024-06-19  9:46:47 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 80.00 - 2025-01-17 Call
 

Master data

WKN: JL4QR8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.01
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -2.01
Time value: 0.46
Break-even: 84.60
Moneyness: 0.75
Premium: 0.41
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 12.20%
Delta: 0.34
Theta: -0.02
Omega: 4.39
Rho: 0.09
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -58.59%
3 Months
  -75.00%
YTD
  -52.87%
1 Year
  -65.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.990 0.380
6M High / 6M Low: 1.810 0.380
High (YTD): 2024-03-22 1.810
Low (YTD): 2024-06-17 0.380
52W High: 2024-03-22 1.810
52W Low: 2024-06-17 0.380
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   0.971
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   182.11%
Volatility 6M:   125.77%
Volatility 1Y:   126.67%
Volatility 3Y:   -