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JP Morgan Call 65 AAP 17.01.2025/  DE000JL385K1  /

EUWAX
8/2/2024  9:42:57 AM Chg.-0.070 Bid8:06:24 PM Ask8:06:24 PM Underlying Strike price Expiration date Option type
0.750EUR -8.54% 0.720
Bid Size: 100,000		 0.730
Ask Size: 100,000		 Advance Auto Parts 65.00 - 1/17/2025 Call
 

Master data

WKN: JL385K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 1/17/2025
Issue date: 6/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.38
Parity: -0.74
Time value: 0.81
Break-even: 73.10
Moneyness: 0.89
Premium: 0.27
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 5.19%
Delta: 0.50
Theta: -0.03
Omega: 3.56
Rho: 0.10
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+19.05%
3 Months
  -53.13%
YTD
  -41.86%
1 Year
  -60.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.690
1M High / 1M Low: 0.890 0.560
6M High / 6M Low: 2.650 0.560
High (YTD): 3/22/2024 2.650
Low (YTD): 7/10/2024 0.560
52W High: 3/22/2024 2.650
52W Low: 7/10/2024 0.560
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   1.400
Avg. volume 6M:   0.000
Avg. price 1Y:   1.323
Avg. volume 1Y:   0.000
Volatility 1M:   154.05%
Volatility 6M:   138.48%
Volatility 1Y:   128.15%
Volatility 3Y:   -