JP Morgan Call 50 AAP 17.01.2025
/ DE000JB65082
JP Morgan Call 50 AAP 17.01.2025/ DE000JB65082 /
| 09/07/2024 08:34:09 |
Chg.+0.06 |
Bid12:48:12 |
Ask12:48:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+4.76% |
1.32
Bid Size: 7,500 |
1.35
Ask Size: 7,500 |
Advance Auto Parts |
50.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
0.86 |
| Time value: |
0.49 |
| Break-even: |
59.67 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
3.05% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.15 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
-23.70% |
| 3 Months |
|
|
-54.79% |
| YTD |
|
|
-31.25% |
| 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): |
21/03/2024 |
3.73 |
| Low (YTD): |
08/07/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
520 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
123.81 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
41.27 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.53% |
| Volatility 6M: |
|
91.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
