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JP Morgan Call 75 AAP 17.01.2025/  DE000JL4QR67  /

EUWAX
8/2/2024  9:23:36 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.440EUR -10.20% -
Bid Size: -		 -
Ask Size: -		 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: 11.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.38
Parity: -1.90
Time value: 0.49
Break-even: 79.90
Moneyness: 0.75
Premium: 0.43
Premium p.a.: 1.18
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.36
Theta: -0.03
Omega: 4.05
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+12.82%
3 Months
  -65.35%
YTD
  -55.56%
1 Year
  -72.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
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:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   0.966
Avg. volume 1Y:   0.000
Volatility 1M:   191.28%
Volatility 6M:   149.70%
Volatility 1Y:   135.59%
Volatility 3Y:   -