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JP Morgan Call 155 AAP 17.01.2025/  DE000JL1KMQ3  /

EUWAX
2024-05-24  9:03:28 AM Chg.-0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.045EUR -2.17% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 155.00 - 2025-01-17 Call
 

Master data

WKN: JL1KMQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.81
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.48
Parity: -9.09
Time value: 0.14
Break-even: 156.40
Moneyness: 0.41
Premium: 1.44
Premium p.a.: 2.95
Spread abs.: 0.10
Spread %: 233.33%
Delta: 0.10
Theta: -0.01
Omega: 4.68
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.73%
1 Month
  -31.82%
3 Months
  -50.55%
YTD
  -62.50%
1 Year
  -94.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.045
1M High / 1M Low: 0.075 0.045
6M High / 6M Low: 0.190 0.040
High (YTD): 2024-03-22 0.190
Low (YTD): 2024-05-24 0.045
52W High: 2023-05-30 0.870
52W Low: 2023-11-28 0.040
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   173.60%
Volatility 6M:   190.53%
Volatility 1Y:   182.41%
Volatility 3Y:   -