JP Morgan Call 95 AAP 21.06.2024
/ DE000JL4BEW1
JP Morgan Call 95 AAP 21.06.2024/ DE000JL4BEW1 /
| 2024-05-23 2:09:57 PM |
Chg.+0.004 |
Bid9:32:33 PM |
Ask9:32:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+8.16% |
0.043
Bid Size: 50,000 |
0.058
Ask Size: 50,000 |
Advance Auto Parts |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL4BEW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.48 |
| Parity: |
-3.01 |
| Time value: |
0.09 |
| Break-even: |
95.92 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
76.92% |
| Delta: |
0.12 |
| Theta: |
-0.06 |
| Omega: |
8.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.00% |
| 1 Month |
|
|
-64.67% |
| 3 Months |
|
|
-62.14% |
| YTD |
|
|
-72.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.049 |
| 1M High / 1M Low: |
0.150 |
0.049 |
| 6M High / 6M Low: |
0.510 |
0.049 |
| High (YTD): |
2024-03-22 |
0.510 |
| Low (YTD): |
2024-05-22 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.50% |
| Volatility 6M: |
|
252.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
