OverviewChartNewsTraderScreen

JP Morgan Call 65 AAP 17.01.2025/  DE000JL385K1  /

EUWAX
7/9/2024  10:00:47 AM Chg.+0.030 Bid10:18:47 AM Ask10:18:47 AM Underlying Strike price Expiration date Option type
0.620EUR +5.08% 0.620
Bid Size: 5,000		 0.660
Ask Size: 5,000		 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: 8.30
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.38
Parity: -1.02
Time value: 0.66
Break-even: 71.60
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.67
Spread abs.: 0.04
Spread %: 6.45%
Delta: 0.45
Theta: -0.03
Omega: 3.77
Rho: 0.10
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month
  -32.61%
3 Months
  -67.88%
YTD
  -51.94%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 0.990 0.590
6M High / 6M Low: 2.650 0.590
High (YTD): 3/22/2024 2.650
Low (YTD): 7/8/2024 0.590
52W High: 3/22/2024 2.650
52W Low: 7/8/2024 0.590
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   1.494
Avg. volume 6M:   0.000
Avg. price 1Y:   1.408
Avg. volume 1Y:   0.000
Volatility 1M:   131.85%
Volatility 6M:   126.44%
Volatility 1Y:   122.24%
Volatility 3Y:   -