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JP Morgan Call 105 AAP 17.01.2025/  DE000JL4QRC3  /

EUWAX
10/11/2024  2:29:18 PM Chg.-0.002 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.005EUR -28.57% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 105.00 - 1/17/2025 Call
 

Master data

WKN: JL4QRC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.22
Historic volatility: 0.41
Parity: -7.07
Time value: 0.06
Break-even: 105.57
Moneyness: 0.33
Premium: 2.08
Premium p.a.: 67.59
Spread abs.: 0.05
Spread %: 714.29%
Delta: 0.07
Theta: -0.02
Omega: 4.46
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -16.67%
3 Months
  -94.44%
YTD
  -98.89%
1 Year
  -97.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.005
1M High / 1M Low: 0.008 0.004
6M High / 6M Low: 0.560 0.004
High (YTD): 3/22/2024 0.890
Low (YTD): 9/23/2024 0.004
52W High: 3/22/2024 0.890
52W Low: 9/23/2024 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   0.000
Volatility 1M:   272.36%
Volatility 6M:   282.79%
Volatility 1Y:   228.52%
Volatility 3Y:   -