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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
9/6/2024  9:50:05 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.007EUR -22.22% -
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: 51.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.41
Parity: -5.91
Time value: 0.07
Break-even: 95.69
Moneyness: 0.38
Premium: 1.67
Premium p.a.: 14.08
Spread abs.: 0.06
Spread %: 666.67%
Delta: 0.09
Theta: -0.01
Omega: 4.60
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -94.62%
3 Months
  -96.67%
YTD
  -98.79%
1 Year
  -98.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.007
1M High / 1M Low: 0.150 0.007
6M High / 6M Low: 1.190 0.007
High (YTD): 3/22/2024 1.190
Low (YTD): 9/6/2024 0.007
52W High: 3/22/2024 1.190
52W Low: 9/6/2024 0.007
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   0.435
Avg. volume 1Y:   0.000
Volatility 1M:   345.24%
Volatility 6M:   225.49%
Volatility 1Y:   189.85%
Volatility 3Y:   -