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JP Morgan Call 115 AAP 17.01.2025/  DE000JL2LTZ5  /

EUWAX
2024-11-15  9:36:47 AM Chg.0.000 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 115.00 - 2025-01-17 Call
 

Master data

WKN: JL2LTZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-05-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.53
Historic volatility: 0.43
Parity: -7.92
Time value: 0.05
Break-even: 115.49
Moneyness: 0.31
Premium: 2.23
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 444.44%
Delta: 0.06
Theta: -0.02
Omega: 4.57
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -20.00%
3 Months
  -92.00%
YTD
  -98.86%
1 Year
  -97.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.003
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: 0.290 0.002
High (YTD): 2024-03-22 0.660
Low (YTD): 2024-11-04 0.002
52W High: 2024-03-22 0.660
52W Low: 2024-11-04 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   309.44%
Volatility 6M:   354.75%
Volatility 1Y:   274.47%
Volatility 3Y:   -