JP Morgan Call 135 AAP 20.09.2024
/ DE000JK4LH90
JP Morgan Call 135 AAP 20.09.2024/ DE000JK4LH90 /
| 2024-05-23 10:21:05 AM |
Chg.-0.004 |
Bid7:44:44 PM |
Ask7:44:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-16.67% |
0.019
Bid Size: 20,000 |
0.039
Ask Size: 20,000 |
Advance Auto Parts |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK4LH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.48 |
| Parity: |
-5.98 |
| Time value: |
0.10 |
| Break-even: |
125.71 |
| Moneyness: |
0.52 |
| Premium: |
0.94 |
| Premium p.a.: |
6.48 |
| Spread abs.: |
0.08 |
| Spread %: |
400.00% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
6.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-59.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.024 |
| 1M High / 1M Low: |
0.054 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
