JP Morgan Call 245 ALB 18.03.2022/  DE000JN58RU9  /

EUWAX
1/21/2022  8:57:31 AM Chg.-0.120 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.560EUR -17.65% -
Bid Size: -
-
Ask Size: -
Albemarle Corp 245.00 USD 3/18/2022 Call

Master data

WKN: JN58RU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Call
Strike price: 245.00 USD
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.91
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.37
Parity: -2.84
Time value: 0.57
Break-even: 221.73
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 2.03
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.23
Theta: -0.08
Omega: 7.52
Rho: 0.06
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -51.30%
3 Months
  -67.63%
YTD
  -54.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.100 0.560
1M High / 1M Low: 1.590 0.560
6M High / 6M Low: - -
High (YTD): 1/5/2022 1.590
Low (YTD): 1/21/2022 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   1.168
Avg. volume 1M:   47.619
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -