OverviewChartNewsTraderScreen

JP Morgan Call 115 AAP 21.06.2024/  DE000JL5H977  /

EUWAX
2024-06-06  8:21:26 AM Chg.-0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 115.00 - 2024-06-21 Call
 

Master data

WKN: JL5H97
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.07
Historic volatility: 0.38
Parity: -5.50
Time value: 0.09
Break-even: 115.91
Moneyness: 0.52
Premium: 0.93
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.09
Theta: -0.14
Omega: 6.01
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -94.12%
3 Months
  -98.51%
YTD
  -98.68%
1 Year
  -99.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.017 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): 2024-03-22 0.140
Low (YTD): 2024-06-03 0.001
52W High: 2023-08-14 0.380
52W Low: 2024-06-03 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   1,114.38%
Volatility 6M:   528.03%
Volatility 1Y:   397.43%
Volatility 3Y:   -