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JP Morgan Call 125 AAP 17.01.2025/  DE000JL1D8R5  /

EUWAX
2024-05-24  9:02:51 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 30.54
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.48
Parity: -6.09
Time value: 0.21
Break-even: 127.10
Moneyness: 0.51
Premium: 0.98
Premium p.a.: 1.87
Spread abs.: 0.09
Spread %: 75.00%
Delta: 0.15
Theta: -0.02
Omega: 4.69
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -35.00%
3 Months
  -31.58%
YTD
  -45.83%
1 Year
  -91.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.480 0.085
High (YTD): 2024-03-22 0.480
Low (YTD): 2024-05-24 0.130
52W High: 2023-05-30 1.620
52W Low: 2023-11-28 0.085
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   145.91%
Volatility 6M:   166.20%
Volatility 1Y:   168.90%
Volatility 3Y:   -