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JP Morgan Call 85 AAP 17.01.2025/  DE000JL4QR91  /

EUWAX
15/11/2024  09:33:50 Chg.-0.006 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.010EUR -37.50% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 85.00 - 17/01/2025 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: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.25
Historic volatility: 0.43
Parity: -4.92
Time value: 0.05
Break-even: 85.54
Moneyness: 0.42
Premium: 1.39
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 285.71%
Delta: 0.08
Theta: -0.02
Omega: 5.21
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -33.33%
3 Months
  -96.00%
YTD
  -98.68%
1 Year
  -97.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.010
1M High / 1M Low: 0.017 0.008
6M High / 6M Low: 0.820 0.008
High (YTD): 22/03/2024 1.580
Low (YTD): 30/10/2024 0.008
52W High: 22/03/2024 1.580
52W Low: 30/10/2024 0.008
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   288.31%
Volatility 6M:   258.94%
Volatility 1Y:   203.75%
Volatility 3Y:   -