JP Morgan Call 210 AMC 21.06.2024/  DE000JL27ZM8  /

EUWAX
2024-05-17  9:00:10 AM Chg.- Bid1:31:20 PM Ask1:31:20 PM Underlying Strike price Expiration date Option type
0.002EUR - 0.003
Bid Size: 500
0.150
Ask Size: 500
ALBEMARLE CORP. D... 210.00 - 2024-06-21 Call
 

Master data

WKN: JL27ZM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2023-05-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.47
Parity: -8.94
Time value: 0.20
Break-even: 212.00
Moneyness: 0.57
Premium: 0.76
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 6,566.67%
Delta: 0.11
Theta: -0.13
Omega: 6.36
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -81.82%
3 Months
  -97.80%
YTD
  -99.64%
1 Year
  -99.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: 0.630 0.001
High (YTD): 2024-01-02 0.470
Low (YTD): 2024-05-16 0.001
52W High: 2023-07-12 5.950
52W Low: 2024-05-16 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   1.449
Avg. volume 1Y:   .984
Volatility 1M:   758.16%
Volatility 6M:   506.35%
Volatility 1Y:   378.47%
Volatility 3Y:   -