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JP Morgan Call 115 AAP 17.01.2025/  DE000JL2LTZ5  /

EUWAX
01/08/2024  09:41:52 Chg.-0.003 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.061EUR -4.69% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 115.00 - 17/01/2025 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: 17/01/2025
Issue date: 18/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.38
Parity: -5.65
Time value: 0.14
Break-even: 116.40
Moneyness: 0.51
Premium: 0.99
Premium p.a.: 3.42
Spread abs.: 0.08
Spread %: 125.81%
Delta: 0.12
Theta: -0.02
Omega: 5.16
Rho: 0.03
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.61%
1 Month  
+8.93%
3 Months
  -78.97%
YTD
  -82.57%
1 Year
  -91.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.046
1M High / 1M Low: 0.071 0.036
6M High / 6M Low: 0.660 0.036
High (YTD): 22/03/2024 0.660
Low (YTD): 10/07/2024 0.036
52W High: 11/08/2023 0.730
52W Low: 10/07/2024 0.036
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   243.32%
Volatility 6M:   225.36%
Volatility 1Y:   189.94%
Volatility 3Y:   -