JP Morgan Call 80 AAP 16.08.2024
/ DE000JK3J1B8
JP Morgan Call 80 AAP 16.08.2024/ DE000JK3J1B8 /
2024-05-23 9:39:55 AM |
Chg.-0.010 |
Bid4:34:04 PM |
Ask4:34:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
0.330 Bid Size: 75,000 |
0.340 Ask Size: 75,000 |
Advance Auto Parts |
80.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JK3J1B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-02-28 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.48 |
Parity: |
-0.90 |
Time value: |
0.39 |
Break-even: |
77.80 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.03 |
Spread %: |
8.33% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
6.23 |
Rho: |
0.05 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.98% |
1 Month |
|
|
-47.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.370 |
1M High / 1M Low: |
0.720 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.566 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |