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JP Morgan Call 90 AAP 17.01.2025/  DE000JL4QR75  /

EUWAX
9/25/2024  9:47:17 AM Chg.0.000 Bid6:05:39 PM Ask6:05:39 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 30,000		 0.023
Ask Size: 30,000		 Advance Auto Parts 90.00 - 1/17/2025 Call
 

Master data

WKN: JL4QR7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.40
Parity: -5.34
Time value: 0.06
Break-even: 90.58
Moneyness: 0.41
Premium: 1.48
Premium p.a.: 17.27
Spread abs.: 0.05
Spread %: 625.00%
Delta: 0.08
Theta: -0.01
Omega: 5.04
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -77.14%
3 Months
  -96.80%
YTD
  -98.79%
1 Year
  -98.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.007
1M High / 1M Low: 0.024 0.007
6M High / 6M Low: 1.290 0.007
High (YTD): 3/22/2024 1.370
Low (YTD): 9/23/2024 0.007
52W High: 3/22/2024 1.370
52W Low: 9/23/2024 0.007
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   275.94%
Volatility 6M:   245.34%
Volatility 1Y:   200.72%
Volatility 3Y:   -