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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
10/18/2024  4:07:56 PM Chg.+0.002 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.010EUR +25.00% -
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: 61.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.12
Historic volatility: 0.41
Parity: -5.86
Time value: 0.06
Break-even: 95.59
Moneyness: 0.38
Premium: 1.63
Premium p.a.: 47.25
Spread abs.: 0.05
Spread %: 555.56%
Delta: 0.08
Theta: -0.02
Omega: 4.84
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.010
Low: 0.009
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+25.00%
3 Months
  -92.86%
YTD
  -98.28%
1 Year
  -96.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.011 0.006
6M High / 6M Low: 0.790 0.006
High (YTD): 3/22/2024 1.190
Low (YTD): 9/23/2024 0.006
52W High: 3/22/2024 1.190
52W Low: 9/23/2024 0.006
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   295.57%
Volatility 6M:   254.98%
Volatility 1Y:   209.55%
Volatility 3Y:   -