JP Morgan Call 110 ALB 21.03.2025
/ DE000JK76AV1
JP Morgan Call 110 ALB 21.03.2025/ DE000JK76AV1 /
2024-06-07 4:12:51 PM |
Chg.-0.07 |
Bid6:00:45 PM |
Ask6:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.29EUR |
-2.97% |
2.18 Bid Size: 75,000 |
2.20 Ask Size: 75,000 |
Albemarle Corporatio... |
110.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
JK76AV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-19 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.51 |
Historic volatility: |
0.47 |
Parity: |
0.75 |
Time value: |
1.67 |
Break-even: |
125.19 |
Moneyness: |
1.07 |
Premium: |
0.15 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.08 |
Spread %: |
3.42% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
3.02 |
Rho: |
0.38 |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.29 |
Previous Close: |
2.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.73% |
1 Month |
|
|
-32.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.75 |
2.36 |
1M High / 1M Low: |
3.66 |
2.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |