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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
21/06/2024  09:30:18 Chg.+0.030 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.220EUR +15.79% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 95.00 - 17/01/2025 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: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -3.35
Time value: 0.27
Break-even: 97.70
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 1.24
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.22
Theta: -0.02
Omega: 5.01
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -50.00%
3 Months
  -81.51%
YTD
  -62.07%
1 Year
  -69.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.440 0.170
6M High / 6M Low: 1.190 0.170
High (YTD): 22/03/2024 1.190
Low (YTD): 17/06/2024 0.170
52W High: 22/03/2024 1.190
52W Low: 17/06/2024 0.170
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   218.42%
Volatility 6M:   147.02%
Volatility 1Y:   142.55%
Volatility 3Y:   -