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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
8/15/2024  9:44:05 AM Chg.+0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 95.00 - 1/17/2025 Call
 

Master data

WKN: JL4QRA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.38
Parity: -4.01
Time value: 0.18
Break-even: 96.80
Moneyness: 0.58
Premium: 0.76
Premium p.a.: 2.80
Spread abs.: 0.06
Spread %: 50.00%
Delta: 0.17
Theta: -0.02
Omega: 5.09
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.53%
3 Months
  -78.69%
YTD
  -77.59%
1 Year
  -87.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.190 0.100
6M High / 6M Low: 1.190 0.099
High (YTD): 3/22/2024 1.190
Low (YTD): 7/10/2024 0.099
52W High: 3/22/2024 1.190
52W Low: 7/10/2024 0.099
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   204.06%
Volatility 6M:   188.76%
Volatility 1Y:   165.64%
Volatility 3Y:   -