JP Morgan Call 80 AAP 21.06.2024
/ DE000JL4BET7
JP Morgan Call 80 AAP 21.06.2024/ DE000JL4BET7 /
| 2024-05-27 9:37:07 AM |
Chg.-0.010 |
Bid3:30:33 PM |
Ask3:30:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 3,000 |
0.240
Ask Size: 3,000 |
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: |
29.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.48 |
| Parity: |
-1.59 |
| Time value: |
0.22 |
| Break-even: |
82.20 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
36.41 |
| Spread abs.: |
0.03 |
| Spread %: |
15.79% |
| Delta: |
0.25 |
| Theta: |
-0.11 |
| Omega: |
7.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.71% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-36.67% |
| YTD |
|
|
-52.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.200 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
1.160 |
0.140 |
| High (YTD): |
2024-03-22 |
1.160 |
| Low (YTD): |
2024-05-24 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.20% |
| Volatility 6M: |
|
207.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
