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JP Morgan Call 75 AAP 17.01.2025/  DE000JL4QR67  /

EUWAX
8/6/2024  9:32:36 AM Chg.+0.020 Bid10:04:29 AM Ask10:04:29 AM Underlying Strike price Expiration date Option type
0.430EUR +4.88% 0.430
Bid Size: 7,500		 0.470
Ask Size: 7,500		 Advance Auto Parts 75.00 - 1/17/2025 Call
 

Master data

WKN: JL4QR6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.68
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.38
Parity: -2.12
Time value: 0.46
Break-even: 79.60
Moneyness: 0.72
Premium: 0.48
Premium p.a.: 1.40
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.34
Theta: -0.03
Omega: 3.96
Rho: 0.06
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month  
+19.44%
3 Months
  -67.18%
YTD
  -56.57%
1 Year
  -72.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.540 0.310
6M High / 6M Low: 2.070 0.310
High (YTD): 3/22/2024 2.070
Low (YTD): 7/10/2024 0.310
52W High: 3/22/2024 2.070
52W Low: 7/10/2024 0.310
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.985
Avg. volume 6M:   0.000
Avg. price 1Y:   0.959
Avg. volume 1Y:   0.000
Volatility 1M:   198.15%
Volatility 6M:   149.22%
Volatility 1Y:   135.98%
Volatility 3Y:   -