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JP Morgan Call 110 AAP 17.01.2025/  DE000JL4LBZ9  /

EUWAX
2024-07-02  8:38:42 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.058EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 110.00 - 2025-01-17 Call
 

Master data

WKN: JL4LBZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.38
Parity: -5.65
Time value: 0.14
Break-even: 111.40
Moneyness: 0.49
Premium: 1.08
Premium p.a.: 3.05
Spread abs.: 0.08
Spread %: 145.61%
Delta: 0.13
Theta: -0.02
Omega: 4.87
Rho: 0.03
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.072
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.21%
3 Months
  -86.19%
YTD
  -85.13%
1 Year
  -89.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.110 0.058
6M High / 6M Low: 0.780 0.058
High (YTD): 2024-03-21 0.780
Low (YTD): 2024-07-02 0.058
52W High: 2023-08-11 0.810
52W Low: 2024-07-02 0.058
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.373
Avg. volume 1Y:   0.000
Volatility 1M:   217.40%
Volatility 6M:   203.17%
Volatility 1Y:   185.32%
Volatility 3Y:   -