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JP Morgan Call 105 AAP 17.01.2025/  DE000JL4QRC3  /

EUWAX
9/9/2024  9:44:57 AM Chg.+0.002 Bid9:22:24 PM Ask9:22:24 PM Underlying Strike price Expiration date Option type
0.007EUR +40.00% 0.006
Bid Size: 25,000		 0.026
Ask Size: 25,000		 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: 53.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.05
Historic volatility: 0.41
Parity: -6.91
Time value: 0.07
Break-even: 105.67
Moneyness: 0.34
Premium: 1.95
Premium p.a.: 19.78
Spread abs.: 0.06
Spread %: 857.14%
Delta: 0.08
Theta: -0.01
Omega: 4.41
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -92.55%
3 Months
  -94.62%
YTD
  -98.44%
1 Year
  -98.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.005
1M High / 1M Low: 0.094 0.005
6M High / 6M Low: 0.890 0.005
High (YTD): 3/22/2024 0.890
Low (YTD): 9/6/2024 0.005
52W High: 3/22/2024 0.890
52W Low: 9/6/2024 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.313
Avg. volume 1Y:   0.000
Volatility 1M:   343.10%
Volatility 6M:   250.75%
Volatility 1Y:   207.73%
Volatility 3Y:   -