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JP Morgan Call 70 AAP 17.05.2024/  DE000JK7NY03  /

EUWAX
2024-05-10  8:48:24 AM Chg.+0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.580EUR +18.37% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 70.00 USD 2024-05-17 Call
 

Master data

WKN: JK7NY0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-05-17
Issue date: 2024-04-16
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.90
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: 0.68
Historic volatility: 0.49
Parity: 0.47
Time value: 0.07
Break-even: 70.39
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.89
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.80
Theta: -0.14
Omega: 10.36
Rho: 0.01
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.460
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -