JP Morgan Call 50 AAP 17.01.2025
/ DE000JB65082
JP Morgan Call 50 AAP 17.01.2025/ DE000JB65082 /
| 2024-05-24 8:31:30 AM |
Chg.-0.07 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-3.08% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
50.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB6508 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
1.80 |
| Time value: |
0.44 |
| Break-even: |
68.50 |
| Moneyness: |
1.39 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.75% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.40 |
| Rho: |
0.20 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
-18.22% |
| 3 Months |
|
|
+18.92% |
| YTD |
|
|
+14.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.20 |
| 1M High / 1M Low: |
2.80 |
2.20 |
| 6M High / 6M Low: |
3.73 |
1.21 |
| High (YTD): |
2024-03-21 |
3.73 |
| Low (YTD): |
2024-02-27 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.75% |
| Volatility 6M: |
|
94.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
