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JP Morgan Call 105 AAP 21.06.2024/  DE000JL4BEZ4  /

EUWAX
2024-05-27  9:37:08 AM Chg.-0.004 Bid9:42:57 AM Ask9:42:57 AM Underlying Strike price Expiration date Option type
0.013EUR -23.53% 0.013
Bid Size: 1,000		 0.110
Ask Size: 1,000		 Advance Auto Parts 105.00 - 2024-06-21 Call
 

Master data

WKN: JL4BEZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.48
Parity: -4.09
Time value: 0.07
Break-even: 105.73
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 461.54%
Delta: 0.09
Theta: -0.06
Omega: 7.63
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.38%
1 Month
  -68.29%
3 Months
  -83.12%
YTD
  -89.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.016
1M High / 1M Low: 0.044 0.016
6M High / 6M Low: 0.280 0.016
High (YTD): 2024-03-22 0.280
Low (YTD): 2024-05-22 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.22%
Volatility 6M:   277.65%
Volatility 1Y:   -
Volatility 3Y:   -