JP Morgan Call 70 AAP 20.09.2024
/ DE000JK06YT2
JP Morgan Call 70 AAP 20.09.2024/ DE000JK06YT2 /
| 7/31/2024 12:21:46 PM |
Chg.+0.080 |
Bid8:24:53 PM |
Ask8:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+33.33% |
0.300
Bid Size: 75,000 |
0.310
Ask Size: 75,000 |
Advance Auto Parts |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK06YT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.39 |
| Parity: |
-0.64 |
| Time value: |
0.34 |
| Break-even: |
68.12 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.39 |
| Theta: |
-0.06 |
| Omega: |
6.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
-73.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.360 |
0.170 |
| 6M High / 6M Low: |
2.140 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.54% |
| Volatility 6M: |
|
228.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
