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JP Morgan Call 60 AAP 17.01.2025/  DE000JB2XSQ3  /

EUWAX
17/09/2024  09:51:33 Chg.- Bid08:06:00 Ask08:06:00 Underlying Strike price Expiration date Option type
0.074EUR - 0.076
Bid Size: 3,000		 0.110
Ask Size: 3,000		 Advance Auto Parts 60.00 USD 17/01/2025 Call
 

Master data

WKN: JB2XSQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 17/01/2025
Issue date: 14/09/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.40
Parity: -1.68
Time value: 0.10
Break-even: 54.94
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 2.25
Spread abs.: 0.03
Spread %: 46.67%
Delta: 0.17
Theta: -0.01
Omega: 6.54
Rho: 0.02
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.55%
1 Month
  -92.45%
3 Months
  -93.33%
YTD
  -95.00%
1 Year
  -94.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.055
1M High / 1M Low: 0.950 0.055
6M High / 6M Low: 2.980 0.055
High (YTD): 22/03/2024 2.980
Low (YTD): 11/09/2024 0.055
52W High: 22/03/2024 2.980
52W Low: 11/09/2024 0.055
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   1.327
Avg. volume 6M:   0.000
Avg. price 1Y:   1.350
Avg. volume 1Y:   0.000
Volatility 1M:   284.48%
Volatility 6M:   174.58%
Volatility 1Y:   146.75%
Volatility 3Y:   -