JP Morgan Call 75 AAP 20.09.2024
/ DE000JK06YU0
JP Morgan Call 75 AAP 20.09.2024/ DE000JK06YU0 /
| 7/9/2024 12:04:38 PM |
Chg.- |
Bid10:59:55 AM |
Ask10:59:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.100
Bid Size: 3,000 |
0.130
Ask Size: 3,000 |
Advance Auto Parts |
75.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK06YU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
44.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
-1.58 |
| Time value: |
0.12 |
| Break-even: |
70.55 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
3.05 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
8.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-53.57% |
| 3 Months |
|
|
-88.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.310 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
