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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
6/28/2024  9:34:14 AM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
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: 27.88
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -3.64
Time value: 0.21
Break-even: 97.10
Moneyness: 0.62
Premium: 0.66
Premium p.a.: 1.48
Spread abs.: 0.06
Spread %: 40.00%
Delta: 0.19
Theta: -0.02
Omega: 5.21
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -63.41%
3 Months
  -85.98%
YTD
  -74.14%
1 Year
  -80.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.440 0.130
6M High / 6M Low: 1.190 0.130
High (YTD): 3/22/2024 1.190
Low (YTD): 6/27/2024 0.130
52W High: 3/22/2024 1.190
52W Low: 6/27/2024 0.130
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.591
Avg. volume 1Y:   0.000
Volatility 1M:   225.00%
Volatility 6M:   149.67%
Volatility 1Y:   144.55%
Volatility 3Y:   -