JP Morgan Call 120 ALB 20.09.2024
/ DE000JB6Q8U0
JP Morgan Call 120 ALB 20.09.2024/ DE000JB6Q8U0 /
| 2024-05-20 9:18:55 AM |
Chg.+0.15 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+8.06% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB6Q8U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.47 |
| Parity: |
1.02 |
| Time value: |
0.84 |
| Break-even: |
129.04 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
3.05% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
4.51 |
| Rho: |
0.22 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.79% |
| 1 Month |
|
|
+59.52% |
| 3 Months |
|
|
-9.05% |
| YTD |
|
|
-50.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.78 |
| 1M High / 1M Low: |
2.28 |
1.26 |
| 6M High / 6M Low: |
4.24 |
1.26 |
| High (YTD): |
2024-01-02 |
3.90 |
| Low (YTD): |
2024-04-23 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.41% |
| Volatility 6M: |
|
192.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
