JP Morgan Call 235 AMC 21.01.2022/  DE000JN3EK40  /

EUWAX
11/5/2021  8:28:59 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
3.99EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 235.00 - 1/21/2022 Call

Master data

WKN: JN3EK4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 1/21/2022
Issue date: 7/13/2021
Last trading day: 11/8/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.93
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.74
Implied volatility: 1.24
Historic volatility: 0.38
Parity: 0.74
Time value: 3.35
Break-even: 275.90
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 1.36
Spread abs.: 0.04
Spread %: 0.98%
Delta: 0.55
Theta: -0.28
Omega: 3.26
Rho: 0.14
 

Quote data

Open: 3.99
High: 3.99
Low: 3.99
Previous Close: 3.51
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+131.98%
3 Months  
+91.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.99 1.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -