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JP Morgan Call 90 AAP 17.01.2025/  DE000JL4QR75  /

EUWAX
02/08/2024  09:23:36 Chg.-0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
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: 20.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.38
Parity: -3.40
Time value: 0.27
Break-even: 92.70
Moneyness: 0.62
Premium: 0.66
Premium p.a.: 2.01
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.22
Theta: -0.02
Omega: 4.62
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+33.33%
3 Months
  -72.97%
YTD
  -69.70%
1 Year
  -82.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: 1.370 0.130
High (YTD): 22/03/2024 1.370
Low (YTD): 10/07/2024 0.130
52W High: 22/03/2024 1.370
52W Low: 10/07/2024 0.130
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   211.35%
Volatility 6M:   192.82%
Volatility 1Y:   165.72%
Volatility 3Y:   -