JP Morgan Call 235 AMC 18.03.2022/  DE000JN58RQ7  /

EUWAX
11/5/2021  9:01:29 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
4.54EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 235.00 - 3/18/2022 Call

Master data

WKN: JN58RQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 11/8/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.28
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 1.09
Historic volatility: 0.38
Parity: 0.99
Time value: 3.65
Break-even: 281.40
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 1.08%
Delta: 0.53
Theta: -0.13
Omega: 2.81
Rho: 0.26
 

Quote data

Open: 4.54
High: 4.54
Low: 4.54
Previous Close: 4.14
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+73.95%
3 Months  
+68.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.54 2.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -