OverviewChartNewsTraderScreen

JP Morgan Call 70 AAP 17.01.2025/  DE000JL4W3G3  /

EUWAX
10/11/2024  2:34:26 PM Chg.-0.005 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.027EUR -15.63% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 70.00 - 1/17/2025 Call
 

Master data

WKN: JL4W3G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 6/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.41
Parity: -3.58
Time value: 0.06
Break-even: 70.62
Moneyness: 0.49
Premium: 1.06
Premium p.a.: 13.88
Spread abs.: 0.03
Spread %: 93.75%
Delta: 0.10
Theta: -0.01
Omega: 5.45
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+17.39%
3 Months
  -93.86%
YTD
  -97.61%
1 Year
  -96.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.031
1M High / 1M Low: 0.037 0.023
6M High / 6M Low: 1.770 0.023
High (YTD): 3/22/2024 2.350
Low (YTD): 10/3/2024 0.023
52W High: 3/22/2024 2.350
52W Low: 10/3/2024 0.023
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   0.920
Avg. volume 1Y:   0.000
Volatility 1M:   333.48%
Volatility 6M:   233.99%
Volatility 1Y:   189.47%
Volatility 3Y:   -