JP Morgan Call 80 AAP 20.06.2025
/ DE000JT5R0W5
JP Morgan Call 80 AAP 20.06.2025/ DE000JT5R0W5 /
| 10/11/2024 9:26:37 AM |
Chg.-0.008 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-10.13% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
80.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT5R0W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.41 |
| Parity: |
-3.88 |
| Time value: |
0.13 |
| Break-even: |
74.46 |
| Moneyness: |
0.47 |
| Premium: |
1.17 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.06 |
| Spread %: |
75.68% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.03 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.25% |
| 1 Month |
|
|
+22.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.071 |
| 1M High / 1M Low: |
0.086 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
