OverviewChartNewsTraderScreen

JP Morgan Call 125 AAP 17.01.2025/  DE000JL1D8R5  /

EUWAX
2024-06-20  9:20:43 AM Chg.- Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.045EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 125.00 - 2025-01-17 Call
 

Master data

WKN: JL1D8R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2024-06-25
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.38
Parity: -7.08
Time value: 0.14
Break-even: 126.40
Moneyness: 0.43
Premium: 1.33
Premium p.a.: 3.95
Spread abs.: 0.10
Spread %: 211.11%
Delta: 0.12
Theta: -0.02
Omega: 4.56
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.045
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.16%
3 Months
  -81.25%
YTD
  -81.25%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.049 0.041
6M High / 6M Low: 0.480 0.041
High (YTD): 2024-03-22 0.480
Low (YTD): 2024-06-17 0.041
52W High: 2023-08-11 0.540
52W Low: 2024-06-17 0.041
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   156.61%
Volatility 6M:   216.32%
Volatility 1Y:   185.08%
Volatility 3Y:   -