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JP Morgan Call 170 AMC 17.01.2025/  DE000JL2H7K7  /

EUWAX
2024-05-20  8:17:22 AM Chg.+0.090 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.920EUR +10.84% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 170.00 - 2025-01-17 Call
 

Master data

WKN: JL2H7K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.43
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.47
Parity: -4.94
Time value: 0.97
Break-even: 179.70
Moneyness: 0.71
Premium: 0.49
Premium p.a.: 0.82
Spread abs.: 0.08
Spread %: 8.99%
Delta: 0.33
Theta: -0.05
Omega: 4.09
Rho: 0.20
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.24%
1 Month  
+50.82%
3 Months
  -3.16%
YTD
  -64.06%
1 Year
  -86.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.800
1M High / 1M Low: 1.030 0.610
6M High / 6M Low: 2.590 0.610
High (YTD): 2024-01-02 2.480
Low (YTD): 2024-04-23 0.610
52W High: 2023-07-12 9.330
52W Low: 2024-04-23 0.610
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   1.260
Avg. volume 6M:   105.691
Avg. price 1Y:   3.348
Avg. volume 1Y:   59.289
Volatility 1M:   200.25%
Volatility 6M:   212.75%
Volatility 1Y:   168.74%
Volatility 3Y:   -