JP Morgan Call 60 AAP 16.01.2026
/ DE000JT3XGW4
JP Morgan Call 60 AAP 16.01.2026/ DE000JT3XGW4 /
| 2025-01-15 9:45:33 AM |
Chg.-0.030 |
Bid4:42:22 PM |
Ask4:42:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-4.29% |
0.710
Bid Size: 100,000 |
0.730
Ask Size: 100,000 |
Advance Auto Parts |
60.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JT3XGW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-07-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.44 |
| Parity: |
-1.49 |
| Time value: |
0.73 |
| Break-even: |
65.49 |
| Moneyness: |
0.74 |
| Premium: |
0.51 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.08 |
| Spread %: |
11.94% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
2.80 |
| Rho: |
0.13 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
-8.22% |
| 3 Months |
|
|
+28.85% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.700 |
| 1M High / 1M Low: |
0.890 |
0.620 |
| 6M High / 6M Low: |
1.800 |
0.380 |
| High (YTD): |
2025-01-03 |
0.890 |
| Low (YTD): |
2025-01-14 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.821 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.57% |
| Volatility 6M: |
|
140.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
