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JP Morgan Call 95 AAP 21.06.2024/  DE000JL4BEW1  /

EUWAX
2024-06-06  9:48:40 AM Chg.-0.001 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 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: 73.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.58
Historic volatility: 0.38
Parity: -3.50
Time value: 0.08
Break-even: 95.82
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 4,000.00%
Delta: 0.10
Theta: -0.11
Omega: 7.46
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.18%
3 Months
  -99.09%
YTD
  -98.95%
1 Year
  -99.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.110 0.002
6M High / 6M Low: 0.510 0.002
High (YTD): 2024-03-22 0.510
Low (YTD): 2024-05-31 0.002
52W High: 2023-08-11 0.680
52W Low: 2024-05-31 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   0.000
Volatility 1M:   493.70%
Volatility 6M:   306.28%
Volatility 1Y:   253.21%
Volatility 3Y:   -