JP Morgan Call 70 AAP 17.01.2025
/ DE000JL4W3G3
JP Morgan Call 70 AAP 17.01.2025/ DE000JL4W3G3 /
| 2024-05-24 9:57:28 AM |
Chg.-0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-3.48% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
70.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL4W3G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.48 |
| Parity: |
-0.59 |
| Time value: |
1.15 |
| Break-even: |
81.50 |
| Moneyness: |
0.92 |
| Premium: |
0.27 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.16 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.98% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+7.77% |
| YTD |
|
|
-1.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.11 |
| 1M High / 1M Low: |
1.55 |
1.11 |
| 6M High / 6M Low: |
2.35 |
0.60 |
| High (YTD): |
2024-03-22 |
2.35 |
| Low (YTD): |
2024-02-27 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.93% |
| Volatility 6M: |
|
117.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
