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JP Morgan Call 100 AAP 21.06.2024/  DE000JL4BEY7  /

EUWAX
2024-06-06  9:48:40 AM Chg.- Bid8:29:32 AM Ask8:29:32 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 500		 0.091
Ask Size: 500		 Advance Auto Parts 100.00 - 2024-06-21 Call
 

Master data

WKN: JL4BEY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.70
Historic volatility: 0.38
Parity: -4.00
Time value: 0.08
Break-even: 100.82
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 4,000.00%
Delta: 0.10
Theta: -0.12
Omega: 7.06
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -97.92%
3 Months
  -99.29%
YTD
  -99.33%
1 Year
  -99.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.064 0.001
6M High / 6M Low: 0.380 0.001
High (YTD): 2024-03-22 0.380
Low (YTD): 2024-06-06 0.001
52W High: 2023-08-11 0.580
52W Low: 2024-06-06 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   685.95%
Volatility 6M:   371.80%
Volatility 1Y:   295.49%
Volatility 3Y:   -