JP Morgan Call 80 AAP 20.09.2024
/ DE000JK06YV8
JP Morgan Call 80 AAP 20.09.2024/ DE000JK06YV8 /
| 2024-06-17 12:24:41 PM |
Chg.0.000 |
Bid3:37:48 PM |
Ask3:37:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.140
Bid Size: 75,000 |
0.150
Ask Size: 75,000 |
Advance Auto Parts |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK06YV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
-1.55 |
| Time value: |
0.19 |
| Break-even: |
76.62 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.04 |
| Spread %: |
25.00% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
7.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-77.94% |
| 3 Months |
|
|
-87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.690 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
