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JP Morgan Call 125 AAP 17.01.2025/  DE000JL1D8R5  /

EUWAX
2024-06-06  9:20:16 AM Chg.-0.004 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.051EUR -7.27% 0.051
Bid Size: 2,000		 0.150
Ask Size: 2,000		 Advance Auto Parts 125.00 - 2025-01-17 Call
 

Master data

WKN: JL1D8R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.38
Parity: -6.50
Time value: 0.15
Break-even: 126.50
Moneyness: 0.48
Premium: 1.11
Premium p.a.: 2.35
Spread abs.: 0.10
Spread %: 183.02%
Delta: 0.12
Theta: -0.01
Omega: 4.91
Rho: 0.04
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -75.71%
3 Months
  -81.11%
YTD
  -78.75%
1 Year
  -83.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.045
1M High / 1M Low: 0.210 0.045
6M High / 6M Low: 0.480 0.045
High (YTD): 2024-03-22 0.480
Low (YTD): 2024-05-30 0.045
52W High: 2023-08-11 0.540
52W Low: 2024-05-30 0.045
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   377.85%
Volatility 6M:   214.96%
Volatility 1Y:   180.83%
Volatility 3Y:   -