OverviewChartNewsTraderScreen

JP Morgan Call 160 AAP 17.01.2025/  DE000JL1KMR1  /

EUWAX
2024-06-20  9:21:26 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.014EUR - -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 160.00 - 2025-01-17 Call
 

Master data

WKN: JL1KMR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.38
Parity: -10.14
Time value: 0.11
Break-even: 161.10
Moneyness: 0.37
Premium: 1.75
Premium p.a.: 5.17
Spread abs.: 0.10
Spread %: 685.71%
Delta: 0.09
Theta: -0.01
Omega: 4.57
Rho: 0.02
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.014
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -61.11%
3 Months
  -90.00%
YTD
  -86.00%
1 Year
  -91.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.039 0.011
6M High / 6M Low: 0.170 0.011
High (YTD): 2024-03-22 0.170
Low (YTD): 2024-06-11 0.011
52W High: 2023-08-11 0.300
52W Low: 2024-06-11 0.011
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   497.18%
Volatility 6M:   246.69%
Volatility 1Y:   206.09%
Volatility 3Y:   -