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JP Morgan Call 170 ALB 21.06.2024/  DE000JL93RY2  /

EUWAX
2024-06-03  10:01:03 AM Chg.-0.001 Bid3:39:02 PM Ask3:39:02 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.004
Bid Size: 10,000		 0.054
Ask Size: 10,000		 Albemarle Corporatio... 170.00 USD 2024-06-21 Call
 

Master data

WKN: JL93RY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 75.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.13
Historic volatility: 0.47
Parity: -4.37
Time value: 0.15
Break-even: 158.14
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 3,650.00%
Delta: 0.12
Theta: -0.16
Omega: 9.02
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -94.74%
3 Months
  -99.42%
YTD
  -99.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.058 0.004
6M High / 6M Low: 1.510 0.004
High (YTD): 2024-01-02 1.190
Low (YTD): 2024-05-31 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.81%
Volatility 6M:   398.09%
Volatility 1Y:   -
Volatility 3Y:   -