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JP Morgan Call 130 ALB 21.06.2024/  DE000JB4H238  /

EUWAX
2024-05-31  12:21:53 PM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 130.00 USD 2024-06-21 Call
 

Master data

WKN: JB4H23
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.78
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.47
Parity: -0.68
Time value: 0.26
Break-even: 122.41
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 3.31
Spread abs.: 0.05
Spread %: 21.74%
Delta: 0.33
Theta: -0.12
Omega: 14.35
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -62.16%
3 Months
  -86.07%
YTD
  -90.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.280
1M High / 1M Low: 1.010 0.280
6M High / 6M Low: 3.210 0.280
High (YTD): 2024-01-02 2.740
Low (YTD): 2024-05-31 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   1.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.12%
Volatility 6M:   295.59%
Volatility 1Y:   -
Volatility 3Y:   -