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JP Morgan Call 115 AAP 21.06.2024/  DE000JL5H977  /

EUWAX
2024-05-24  8:15:16 AM Chg.- Bid9:26:48 AM Ask9:26:48 AM Underlying Strike price Expiration date Option type
0.006EUR - 0.004
Bid Size: 500		 0.150
Ask Size: 500		 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: 75.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.39
Historic volatility: 0.48
Parity: -5.09
Time value: 0.09
Break-even: 115.85
Moneyness: 0.56
Premium: 0.81
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 1,600.00%
Delta: 0.09
Theta: -0.07
Omega: 6.64
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -64.71%
3 Months
  -86.67%
YTD
  -92.11%
1 Year
  -99.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.005
1M High / 1M Low: 0.017 0.005
6M High / 6M Low: 0.140 0.005
High (YTD): 2024-03-22 0.140
Low (YTD): 2024-05-22 0.005
52W High: 2023-05-30 1.640
52W Low: 2024-05-22 0.005
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   290.60%
Volatility 6M:   302.85%
Volatility 1Y:   265.81%
Volatility 3Y:   -