JP Morgan Call 60 AAP 17.01.2025
/ DE000JB2XSQ3
JP Morgan Call 60 AAP 17.01.2025/ DE000JB2XSQ3 /
| 8/5/2024 9:17:13 AM |
Chg.-0.080 |
Bid9:41:27 PM |
Ask9:41:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-8.33% |
0.880
Bid Size: 100,000 |
0.890
Ask Size: 100,000 |
Advance Auto Parts |
60.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
9/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
0.10 |
| Time value: |
0.81 |
| Break-even: |
64.06 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
3.75 |
| Rho: |
0.11 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.30% |
| 1 Month |
|
|
+6.02% |
| 3 Months |
|
|
-57.28% |
| YTD |
|
|
-40.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.910 |
| 1M High / 1M Low: |
1.120 |
0.740 |
| 6M High / 6M Low: |
2.980 |
0.740 |
| High (YTD): |
3/22/2024 |
2.980 |
| Low (YTD): |
7/10/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.61% |
| Volatility 6M: |
|
131.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
