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JP Morgan Call 140 AAP 17.01.2025/  DE000JL1KMN0  /

EUWAX
2024-05-24  9:03:27 AM Chg.-0.002 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.075EUR -2.60% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 140.00 - 2025-01-17 Call
 

Master data

WKN: JL1KMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.73
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.48
Parity: -7.59
Time value: 0.17
Break-even: 141.70
Moneyness: 0.46
Premium: 1.21
Premium p.a.: 2.39
Spread abs.: 0.10
Spread %: 139.44%
Delta: 0.12
Theta: -0.02
Omega: 4.68
Rho: 0.04
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month
  -31.82%
3 Months
  -42.31%
YTD
  -55.88%
1 Year
  -93.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.075
1M High / 1M Low: 0.120 0.075
6M High / 6M Low: 0.310 0.057
High (YTD): 2024-03-22 0.310
Low (YTD): 2024-05-24 0.075
52W High: 2023-05-30 1.190
52W Low: 2023-11-28 0.057
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   168.33%
Volatility 6M:   181.23%
Volatility 1Y:   177.59%
Volatility 3Y:   -