OverviewChartNewsTraderScreen

JP Morgan Call 90 AAP 17.01.2025/  DE000JL4QR75  /

EUWAX
15/11/2024  09:33:48 Chg.-0.004 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.008EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 90.00 - 17/01/2025 Call
 

Master data

WKN: JL4QR7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.30
Historic volatility: 0.43
Parity: -5.42
Time value: 0.05
Break-even: 90.53
Moneyness: 0.40
Premium: 1.53
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 307.69%
Delta: 0.07
Theta: -0.02
Omega: 5.06
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -33.33%
3 Months
  -95.79%
YTD
  -98.79%
1 Year
  -97.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: 0.013 0.006
6M High / 6M Low: 0.740 0.006
High (YTD): 22/03/2024 1.370
Low (YTD): 31/10/2024 0.006
52W High: 22/03/2024 1.370
52W Low: 31/10/2024 0.006
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   303.18%
Volatility 6M:   281.35%
Volatility 1Y:   220.69%
Volatility 3Y:   -