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JP Morgan Call 240 AMC 17.01.2025/  DE000JL0Q6B9  /

EUWAX
2024-05-20  1:09:52 PM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.210EUR +16.67% -
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: 34.46
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.47
Parity: -11.94
Time value: 0.35
Break-even: 243.50
Moneyness: 0.50
Premium: 1.02
Premium p.a.: 1.89
Spread abs.: 0.15
Spread %: 75.00%
Delta: 0.14
Theta: -0.03
Omega: 4.82
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+50.00%
3 Months
  -19.23%
YTD
  -80.19%
1 Year
  -94.49%
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:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   1.657
Avg. volume 1Y:   0.000
Volatility 1M:   268.99%
Volatility 6M:   260.49%
Volatility 1Y:   206.22%
Volatility 3Y:   -