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JP Morgan Call 95 AAP 17.01.2025/  DE000JL4QRA7  /

EUWAX
7/31/2024  2:22:27 PM Chg.- Bid8:04:36 AM Ask8:04:36 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.170
Bid Size: 2,000		 0.230
Ask Size: 2,000		 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: 25.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.39
Parity: -3.67
Time value: 0.23
Break-even: 97.30
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 2.00
Spread abs.: 0.06
Spread %: 35.29%
Delta: 0.20
Theta: -0.02
Omega: 4.98
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.67%
1 Month  
+6.25%
3 Months
  -72.58%
YTD
  -70.69%
1 Year
  -84.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.190 0.099
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:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   0.520
Avg. volume 1Y:   0.000
Volatility 1M:   258.08%
Volatility 6M:   182.27%
Volatility 1Y:   161.32%
Volatility 3Y:   -