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JP Morgan Call 145 AAP 17.01.2025/  DE000JL1D8S3  /

EUWAX
2024-05-24  9:02:51 AM Chg.-0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.063EUR -1.56% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 145.00 - 2025-01-17 Call
 

Master data

WKN: JL1D8S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.48
Parity: -8.09
Time value: 0.16
Break-even: 146.60
Moneyness: 0.44
Premium: 1.29
Premium p.a.: 2.57
Spread abs.: 0.10
Spread %: 166.67%
Delta: 0.12
Theta: -0.01
Omega: 4.67
Rho: 0.04
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.10%
1 Month
  -32.98%
3 Months
  -47.50%
YTD
  -58.00%
1 Year
  -93.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.063
1M High / 1M Low: 0.100 0.063
6M High / 6M Low: 0.260 0.051
High (YTD): 2024-03-22 0.260
Low (YTD): 2024-05-24 0.063
52W High: 2023-05-30 1.070
52W Low: 2023-11-28 0.051
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   153.62%
Volatility 6M:   176.50%
Volatility 1Y:   176.28%
Volatility 3Y:   -