JP Morgan Call 150 ALB 17.01.2025
/ DE000JB2BSU1
JP Morgan Call 150 ALB 17.01.2025/ DE000JB2BSU1 /
| 2024-06-03 10:54:47 AM |
Chg.-0.02 |
Bid2:24:38 PM |
Ask2:24:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-1.94% |
1.01
Bid Size: 3,000 |
1.06
Ask Size: 3,000 |
Albemarle Corporatio... |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB2BSU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
-2.53 |
| Time value: |
1.05 |
| Break-even: |
148.72 |
| Moneyness: |
0.82 |
| Premium: |
0.32 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.07 |
| Spread %: |
7.14% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
4.33 |
| Rho: |
0.22 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
-18.55% |
| 3 Months |
|
|
-57.74% |
| YTD |
|
|
-69.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.03 |
| 1M High / 1M Low: |
1.60 |
1.03 |
| 6M High / 6M Low: |
3.36 |
0.93 |
| High (YTD): |
2024-01-02 |
3.07 |
| Low (YTD): |
2024-04-23 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.31% |
| Volatility 6M: |
|
178.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
