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JP Morgan Call 100 AAP 17.01.2025/  DE000JL4QRB5  /

EUWAX
10/07/2024  09:43:40 Chg.-0.015 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.075EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 100.00 - 17/01/2025 Call
 

Master data

WKN: JL4QRB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.38
Parity: -4.65
Time value: 0.14
Break-even: 101.40
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 2.39
Spread abs.: 0.06
Spread %: 84.21%
Delta: 0.14
Theta: -0.01
Omega: 5.21
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month
  -53.13%
3 Months
  -87.70%
YTD
  -85.29%
1 Year
  -89.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.082
1M High / 1M Low: 0.170 0.082
6M High / 6M Low: 1.030 0.082
High (YTD): 22/03/2024 1.030
Low (YTD): 08/07/2024 0.082
52W High: 22/03/2024 1.030
52W Low: 08/07/2024 0.082
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   189.49%
Volatility 6M:   192.79%
Volatility 1Y:   167.99%
Volatility 3Y:   -