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JP Morgan Call 85 AAP 17.01.2025/  DE000JL4QR91  /

EUWAX
7/10/2024  9:43:40 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 85.00 - 1/17/2025 Call
 

Master data

WKN: JL4QR9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.38
Parity: -3.15
Time value: 0.23
Break-even: 87.30
Moneyness: 0.63
Premium: 0.63
Premium p.a.: 1.54
Spread abs.: 0.05
Spread %: 27.78%
Delta: 0.21
Theta: -0.02
Omega: 4.92
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -50.00%
3 Months
  -83.50%
YTD
  -77.63%
1 Year
  -83.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: 1.580 0.190
High (YTD): 3/22/2024 1.580
Low (YTD): 7/8/2024 0.190
52W High: 3/22/2024 1.580
52W Low: 7/8/2024 0.190
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.769
Avg. volume 1Y:   0.000
Volatility 1M:   171.36%
Volatility 6M:   146.16%
Volatility 1Y:   138.93%
Volatility 3Y:   -