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JP Morgan Call 90 AAP 17.01.2025/  DE000JL4QR75  /

EUWAX
11/12/2024  9:38:01 AM Chg.- Bid9:00:14 AM Ask9:00:14 AM Underlying Strike price Expiration date Option type
0.011EUR - 0.010
Bid Size: 1,000		 0.050
Ask Size: 1,000		 Advance Auto Parts 90.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.20
Historic volatility: 0.42
Parity: -5.24
Time value: 0.05
Break-even: 90.51
Moneyness: 0.42
Premium: 1.41
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 363.64%
Delta: 0.07
Theta: -0.02
Omega: 5.33
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+22.22%
3 Months
  -92.14%
YTD
  -98.33%
1 Year
  -97.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.009
1M High / 1M Low: 0.013 0.006
6M High / 6M Low: 0.740 0.006
High (YTD): 3/22/2024 1.370
Low (YTD): 10/31/2024 0.006
52W High: 3/22/2024 1.370
52W Low: 10/31/2024 0.006
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   295.57%
Volatility 6M:   276.13%
Volatility 1Y:   219.23%
Volatility 3Y:   -