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JP Morgan Call 80 AAP 21.06.2024/  DE000JL4BET7  /

EUWAX
2024-06-06  9:48:39 AM Chg.-0.002 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.006EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 80.00 - 2024-06-21 Call
 

Master data

WKN: JL4BET
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.38
Parity: -2.00
Time value: 0.07
Break-even: 80.67
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 857.14%
Delta: 0.11
Theta: -0.09
Omega: 10.29
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -98.64%
3 Months
  -98.89%
YTD
  -98.50%
1 Year
  -99.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.008
1M High / 1M Low: 0.440 0.008
6M High / 6M Low: 1.160 0.008
High (YTD): 2024-03-22 1.160
Low (YTD): 2024-06-05 0.008
52W High: 2024-03-22 1.160
52W Low: 2024-06-05 0.008
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   629.75%
Volatility 6M:   316.17%
Volatility 1Y:   251.59%
Volatility 3Y:   -