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JP Morgan Call 120 ALB 21.06.2024/  DE000JB6Q8G9  /

EUWAX
2024-06-07  9:43:06 AM Chg.-0.040 Bid5:56:33 PM Ask5:56:33 PM Underlying Strike price Expiration date Option type
0.290EUR -12.12% 0.180
Bid Size: 75,000		 0.190
Ask Size: 75,000		 Albemarle Corporatio... 120.00 USD 2024-06-21 Call
 

Master data

WKN: JB6Q8G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.76
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.47
Parity: -0.17
Time value: 0.31
Break-even: 113.30
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 2.09
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.45
Theta: -0.14
Omega: 15.81
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.72%
1 Month
  -79.58%
3 Months
  -78.68%
YTD
  -92.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.330
1M High / 1M Low: 1.660 0.330
6M High / 6M Low: 3.790 0.330
High (YTD): 2024-01-02 3.430
Low (YTD): 2024-06-06 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   1.022
Avg. volume 1M:   0.000
Avg. price 6M:   1.625
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.77%
Volatility 6M:   262.79%
Volatility 1Y:   -
Volatility 3Y:   -