JP Morgan Call 140 ALB 21.03.2025
/ DE000JK4F256
JP Morgan Call 140 ALB 21.03.2025/ DE000JK4F256 /
| 2024-06-07 10:44:22 AM |
Chg.-0.02 |
Bid8:25:54 PM |
Ask8:25:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-1.59% |
1.10
Bid Size: 75,000 |
1.12
Ask Size: 75,000 |
Albemarle Corporatio... |
140.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JK4F25 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.47 |
| Parity: |
-2.00 |
| Time value: |
1.22 |
| Break-even: |
140.75 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.07 |
| Spread %: |
6.40% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
3.99 |
| Rho: |
0.29 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-41.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.26 |
| 1M High / 1M Low: |
2.24 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
