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JP Morgan Call 130 AAP 17.01.2025/  DE000JL1D8T1  /

EUWAX
20/06/2024  09:20:43 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.036EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 130.00 - 17/01/2025 Call
 

Master data

WKN: JL1D8T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 20/06/2024
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: 0.79
Historic volatility: 0.38
Parity: -7.58
Time value: 0.14
Break-even: 131.40
Moneyness: 0.42
Premium: 1.42
Premium p.a.: 4.33
Spread abs.: 0.10
Spread %: 278.38%
Delta: 0.12
Theta: -0.02
Omega: 4.46
Rho: 0.03
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.69%
3 Months
  -82.00%
YTD
  -82.86%
1 Year
  -88.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.039 0.033
6M High / 6M Low: 0.410 0.033
High (YTD): 22/03/2024 0.410
Low (YTD): 17/06/2024 0.033
52W High: 11/08/2023 0.490
52W Low: 17/06/2024 0.033
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   155.64%
Volatility 6M:   228.44%
Volatility 1Y:   194.08%
Volatility 3Y:   -