JP Morgan Call 150 AAP 16.01.2026
/ DE000JK6U607
JP Morgan Call 150 AAP 16.01.2026/ DE000JK6U607 /
8/1/2024 8:58:39 AM |
Chg.-0.010 |
Bid11:34:50 AM |
Ask11:34:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
0.230 Bid Size: 3,000 |
0.430 Ask Size: 3,000 |
Advance Auto Parts |
150.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK6U60 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.38 |
Parity: |
-8.01 |
Time value: |
0.41 |
Break-even: |
142.65 |
Moneyness: |
0.42 |
Premium: |
1.44 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.18 |
Spread %: |
83.33% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
3.25 |
Rho: |
0.13 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.05% |
1 Month |
|
|
+9.52% |
3 Months |
|
|
-55.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.190 |
1M High / 1M Low: |
0.250 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |