JP Morgan Call 70 AAP 18.10.2024
/ DE000JK1R6R5
JP Morgan Call 70 AAP 18.10.2024/ DE000JK1R6R5 /
| 05/08/2024 11:43:51 |
Chg.-0.020 |
Bid17:37:43 |
Ask17:37:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.300
Bid Size: 75,000 |
0.310
Ask Size: 75,000 |
Advance Auto Parts |
70.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK1R6R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
-0.82 |
| Time value: |
0.34 |
| Break-even: |
67.55 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
6.10 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-79.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.430 |
0.220 |
| 6M High / 6M Low: |
2.210 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.953 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.25% |
| Volatility 6M: |
|
206.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
