JP Morgan Call 115 AAP 16.01.2026
/ DE000JK6U5S5
JP Morgan Call 115 AAP 16.01.2026/ DE000JK6U5S5 /
9/10/2024 9:14:52 AM |
Chg.-0.006 |
Bid4:15:15 PM |
Ask4:15:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-8.96% |
0.059 Bid Size: 50,000 |
0.110 Ask Size: 50,000 |
Advance Auto Parts |
115.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK6U5S |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.41 |
Parity: |
-6.91 |
Time value: |
0.19 |
Break-even: |
106.11 |
Moneyness: |
0.34 |
Premium: |
2.02 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.14 |
Spread %: |
250.00% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
3.24 |
Rho: |
0.06 |
Quote data
Open: |
0.061 |
High: |
0.061 |
Low: |
0.061 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.41% |
1 Month |
|
|
-86.14% |
3 Months |
|
|
-88.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.093 |
0.064 |
1M High / 1M Low: |
0.450 |
0.064 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |