JP Morgan Call 115 AAP 20.09.2024
/ DE000JK06Z36
JP Morgan Call 115 AAP 20.09.2024/ DE000JK06Z36 /
| 2024-05-27 3:18:14 PM |
Chg.-0.005 |
Bid3:40:33 PM |
Ask3:40:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-8.20% |
0.056
Bid Size: 2,000 |
0.160
Ask Size: 2,000 |
Advance Auto Parts |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK06Z3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.48 |
| Parity: |
-4.19 |
| Time value: |
0.11 |
| Break-even: |
107.13 |
| Moneyness: |
0.60 |
| Premium: |
0.67 |
| Premium p.a.: |
4.02 |
| Spread abs.: |
0.06 |
| Spread %: |
110.53% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
6.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.43% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.061 |
| 1M High / 1M Low: |
0.130 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
