JP Morgan Call 225 ALB 20.01.2023/  DE000JJ9A0A7  /

EUWAX
11/26/2021  8:53:18 AM Chg.-0.54 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
6.91EUR -7.25% -
Bid Size: -
-
Ask Size: -
Albemarle Corp 225.00 USD 1/20/2023 Call

Master data

WKN: JJ9A0A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 1/20/2023
Issue date: 4/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 4.37
Intrinsic value: 4.37
Implied volatility: 1.02
Historic volatility: 0.38
Parity: 4.37
Time value: 2.59
Break-even: 268.29
Moneyness: 1.22
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.72%
Delta: 0.55
Theta: -0.03
Omega: 1.92
Rho: 0.74
 

Quote data

Open: 6.91
High: 6.91
Low: 6.91
Previous Close: 7.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.22%
1 Month  
+54.59%
3 Months  
+54.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.87 6.91
1M High / 1M Low: 7.87 4.47
6M High / 6M Low: 7.87 1.36
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.48
Avg. volume 1W:   0.00
Avg. price 1M:   6.65
Avg. volume 1M:   43.48
Avg. price 6M:   3.81
Avg. volume 6M:   85.30
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.81%
Volatility 6M:   119.34%
Volatility 1Y:   -
Volatility 3Y:   -