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JP Morgan Call 170 ALB 21.06.2024/  DE000JL93RY2  /

EUWAX
2024-05-20  9:52:23 AM Chg.+0.007 Bid12:20:29 PM Ask12:20:29 PM Underlying Strike price Expiration date Option type
0.031EUR +29.17% 0.033
Bid Size: 2,000		 0.130
Ask Size: 2,000		 Albemarle Corporatio... 170.00 USD 2024-06-21 Call
 

Master data

WKN: JL93RY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.47
Parity: -3.58
Time value: 0.13
Break-even: 157.66
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 20.25
Spread abs.: 0.10
Spread %: 333.33%
Delta: 0.12
Theta: -0.08
Omega: 11.04
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -41.51%
3 Months
  -89.67%
YTD
  -97.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.024
1M High / 1M Low: 0.071 0.024
6M High / 6M Low: 1.510 0.024
High (YTD): 2024-01-02 1.190
Low (YTD): 2024-05-17 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   401.55%
Volatility 6M:   383.65%
Volatility 1Y:   -
Volatility 3Y:   -