JP Morgan Call 195 AMC 21.01.2022/  DE000JJ18W04  /

EUWAX
8/18/2021  8:21:03 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
3.07EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 195.00 - 1/21/2022 Call

Master data

WKN: JJ18W0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 1/21/2022
Issue date: 12/1/2020
Last trading day: 8/20/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.44
Implied volatility: 1.03
Historic volatility: 0.39
Parity: 0.44
Time value: 2.78
Break-even: 227.20
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 1.24%
Delta: 0.51
Theta: -0.11
Omega: 3.16
Rho: 0.18
 

Quote data

Open: 3.07
High: 3.07
Low: 3.07
Previous Close: 3.62
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+98.06%
YTD  
+198.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 4.64 0.68
High (YTD): 8/11/2021 4.64
Low (YTD): 6/21/2021 0.68
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   225.12%
Volatility 1Y:   -
Volatility 3Y:   -