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JP Morgan Call 100 AAP 17.01.2025/  DE000JL4QRB5  /

EUWAX
02/08/2024  09:23:36 Chg.-0.010 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
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: 30.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.38
Parity: -4.24
Time value: 0.19
Break-even: 101.90
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 2.45
Spread abs.: 0.07
Spread %: 58.33%
Delta: 0.17
Theta: -0.02
Omega: 5.06
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+33.33%
3 Months
  -72.73%
YTD
  -76.47%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.150 0.075
6M High / 6M Low: 1.030 0.075
High (YTD): 22/03/2024 1.030
Low (YTD): 10/07/2024 0.075
52W High: 22/03/2024 1.030
52W Low: 10/07/2024 0.075
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   241.71%
Volatility 6M:   214.15%
Volatility 1Y:   179.49%
Volatility 3Y:   -