JP Morgan Call 125 AAP 17.01.2025
/ DE000JL1D8R5
JP Morgan Call 125 AAP 17.01.2025/ DE000JL1D8R5 /
| 6/20/2024 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 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
6/25/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.38 |
| Parity: |
-6.59 |
| Time value: |
0.14 |
| Break-even: |
126.40 |
| Moneyness: |
0.47 |
| Premium: |
1.14 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
0.10 |
| Spread %: |
211.11% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
4.94 |
| 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 |
|
|
0.00% |
| 3 Months |
|
|
-89.02% |
| YTD |
|
|
-81.25% |
| 1 Year |
|
|
-86.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.094 |
0.041 |
| 6M High / 6M Low: |
0.480 |
0.041 |
| High (YTD): |
3/22/2024 |
0.480 |
| Low (YTD): |
6/17/2024 |
0.041 |
| 52W High: |
8/11/2023 |
0.540 |
| 52W Low: |
6/17/2024 |
0.041 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.233 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
356.99% |
| Volatility 6M: |
|
212.91% |
| Volatility 1Y: |
|
183.12% |
| Volatility 3Y: |
|
- |
