JP Morgan Call 60 AAP 20.09.2024
/ DE000JK2P184
JP Morgan Call 60 AAP 20.09.2024/ DE000JK2P184 /
| 2024-06-05 10:17:35 AM |
Chg.- |
Bid9:54:52 AM |
Ask9:54:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
0.910
Bid Size: 5,000 |
0.940
Ask Size: 5,000 |
Advance Auto Parts |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2P18 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
0.48 |
| Time value: |
0.39 |
| Break-even: |
63.91 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
4.77 |
| Rho: |
0.10 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.78% |
| 1 Month |
|
|
-50.79% |
| 3 Months |
|
|
-42.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.770 |
| 1M High / 1M Low: |
1.890 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
