JP Morgan Call 50 AAP 17.01.2025
/ DE000JB65082
JP Morgan Call 50 AAP 17.01.2025/ DE000JB65082 /
| 7/10/2024 8:34:03 AM |
Chg.-0.10 |
Bid9:22:10 PM |
Ask9:22:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-7.58% |
1.25
Bid Size: 100,000 |
1.27
Ask Size: 100,000 |
Advance Auto Parts |
50.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB6508 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/21/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
0.73 |
| Time value: |
0.53 |
| Break-even: |
58.84 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.10 |
| Rho: |
0.14 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
-29.48% |
| 3 Months |
|
|
-58.64% |
| YTD |
|
|
-36.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.26 |
| 1M High / 1M Low: |
1.85 |
1.26 |
| 6M High / 6M Low: |
3.73 |
1.26 |
| High (YTD): |
3/21/2024 |
3.73 |
| Low (YTD): |
7/8/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
118.18 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
41.27 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.45% |
| Volatility 6M: |
|
92.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
