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JP Morgan Call 240 AMC 17.01.2025/  DE000JL0Q6B9  /

EUWAX
2024-05-17  9:57:58 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 240.00 - 2025-01-17 Call
 

Master data

WKN: JL0Q6B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.96
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.47
Parity: -12.11
Time value: 0.34
Break-even: 243.40
Moneyness: 0.50
Premium: 1.05
Premium p.a.: 1.91
Spread abs.: 0.15
Spread %: 78.95%
Delta: 0.14
Theta: -0.03
Omega: 4.80
Rho: 0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month     0.00%
3 Months
  -47.06%
YTD
  -83.02%
1 Year
  -95.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 1.130 0.140
High (YTD): 2024-01-02 0.980
Low (YTD): 2024-05-02 0.140
52W High: 2023-07-12 5.630
52W Low: 2024-05-02 0.140
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   1.697
Avg. volume 1Y:   0.000
Volatility 1M:   268.21%
Volatility 6M:   259.62%
Volatility 1Y:   205.36%
Volatility 3Y:   -