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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
2024-06-25  9:36:27 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 95.00 - 2025-01-17 Call
 

Master data

WKN: JL4QRA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.34
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -3.42
Time value: 0.25
Break-even: 97.50
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 1.31
Spread abs.: 0.06
Spread %: 31.58%
Delta: 0.21
Theta: -0.02
Omega: 5.10
Rho: 0.06
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -54.76%
3 Months
  -82.88%
YTD
  -67.24%
1 Year
  -73.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.440 0.170
6M High / 6M Low: 1.190 0.170
High (YTD): 2024-03-22 1.190
Low (YTD): 2024-06-17 0.170
52W High: 2024-03-22 1.190
52W Low: 2024-06-17 0.170
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   0.597
Avg. volume 1Y:   0.000
Volatility 1M:   224.10%
Volatility 6M:   146.56%
Volatility 1Y:   142.59%
Volatility 3Y:   -