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JP Morgan Call 90 AAP 17.01.2025/  DE000JL4QR75  /

EUWAX
31/07/2024  14:22:27 Chg.+0.040 Bid18:31:21 Ask18:31:21 Underlying Strike price Expiration date Option type
0.220EUR +22.22% 0.240
Bid Size: 75,000		 0.260
Ask Size: 75,000		 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: 20.83
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.39
Parity: -3.17
Time value: 0.28
Break-even: 92.80
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 1.71
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.23
Theta: -0.02
Omega: 4.80
Rho: 0.05
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+10.00%
3 Months
  -70.67%
YTD
  -66.67%
1 Year
  -81.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
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:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   223.22%
Volatility 6M:   190.19%
Volatility 1Y:   163.93%
Volatility 3Y:   -