JP Morgan Call 130 AAP 17.01.2025
/ DE000JL1D8T1
JP Morgan Call 130 AAP 17.01.2025/ DE000JL1D8T1 /
2024-05-24 9:02:50 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
130.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1D8T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.48 |
Parity: |
-6.59 |
Time value: |
0.19 |
Break-even: |
131.90 |
Moneyness: |
0.49 |
Premium: |
1.06 |
Premium p.a.: |
2.04 |
Spread abs.: |
0.09 |
Spread %: |
90.00% |
Delta: |
0.14 |
Theta: |
-0.02 |
Omega: |
4.73 |
Rho: |
0.05 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-35.29% |
YTD |
|
|
-47.62% |
1 Year |
|
|
-92.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.170 |
0.110 |
6M High / 6M Low: |
0.410 |
0.074 |
High (YTD): |
2024-03-22 |
0.410 |
Low (YTD): |
2024-05-24 |
0.110 |
52W High: |
2023-05-30 |
1.460 |
52W Low: |
2023-11-28 |
0.074 |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.236 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.36% |
Volatility 6M: |
|
171.89% |
Volatility 1Y: |
|
174.72% |
Volatility 3Y: |
|
- |