JP Morgan Call 90 AAP 20.09.2024
/ DE000JK06YY2
JP Morgan Call 90 AAP 20.09.2024/ DE000JK06YY2 /
| 2024-06-05 12:44:40 PM |
Chg.- |
Bid10:37:49 AM |
Ask10:37:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
0.095
Bid Size: 3,000 |
0.140
Ask Size: 3,000 |
Advance Auto Parts |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK06YY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-2.27 |
| Time value: |
0.14 |
| Break-even: |
84.17 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.04 |
| Spread %: |
44.33% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
7.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.99% |
| 1 Month |
|
|
-79.59% |
| 3 Months |
|
|
-79.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.073 |
| 1M High / 1M Low: |
0.490 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
