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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
2024-06-14  9:45:46 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
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: 25.76
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -3.58
Time value: 0.23
Break-even: 97.30
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 1.31
Spread abs.: 0.06
Spread %: 35.29%
Delta: 0.20
Theta: -0.02
Omega: 5.10
Rho: 0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -70.97%
3 Months
  -80.00%
YTD
  -68.97%
1 Year
  -78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.620 0.180
6M High / 6M Low: 1.190 0.180
High (YTD): 2024-03-22 1.190
Low (YTD): 2024-06-14 0.180
52W High: 2024-03-22 1.190
52W Low: 2024-06-14 0.180
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   206.42%
Volatility 6M:   143.52%
Volatility 1Y:   141.53%
Volatility 3Y:   -