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JP Morgan Call 75 AAP 21.06.2024/  DE000JL4BES9  /

EUWAX
2024-06-06  9:48:39 AM Chg.-0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.016EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 2024-06-21 Call
 

Master data

WKN: JL4BES
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.38
Parity: -1.50
Time value: 0.06
Break-even: 75.58
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 222.22%
Delta: 0.12
Theta: -0.07
Omega: 12.46
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -97.58%
3 Months
  -97.78%
YTD
  -96.80%
1 Year
  -98.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.020
1M High / 1M Low: 0.660 0.020
6M High / 6M Low: 1.470 0.020
High (YTD): 2024-03-22 1.470
Low (YTD): 2024-06-05 0.020
52W High: 2024-03-22 1.470
52W Low: 2024-06-05 0.020
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   582.43%
Volatility 6M:   293.87%
Volatility 1Y:   234.62%
Volatility 3Y:   -