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JP Morgan Call 105 AAP 17.01.2025/  DE000JL4QRC3  /

EUWAX
28/06/2024  09:34:14 Chg.+0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.087EUR +12.99% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 105.00 - 17/01/2025 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: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.60
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -4.64
Time value: 0.16
Break-even: 106.60
Moneyness: 0.56
Premium: 0.82
Premium p.a.: 1.94
Spread abs.: 0.07
Spread %: 83.91%
Delta: 0.14
Theta: -0.02
Omega: 5.30
Rho: 0.04
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.08%
1 Month
  -67.78%
3 Months
  -88.85%
YTD
  -80.67%
1 Year
  -85.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.077
1M High / 1M Low: 0.290 0.077
6M High / 6M Low: 0.890 0.077
High (YTD): 22/03/2024 0.890
Low (YTD): 27/06/2024 0.077
52W High: 22/03/2024 0.890
52W Low: 27/06/2024 0.077
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   358.75%
Volatility 6M:   192.42%
Volatility 1Y:   170.92%
Volatility 3Y:   -