JP Morgan Call 245 AMC 21.01.2022/  DE000JN3MEY4  /

EUWAX
10/19/2021  3:36:53 PM Chg.+0.620 Bid6:00:37 PM Ask6:00:37 PM Underlying Strike price Expiration date Option type
1.600EUR +63.27% 1.430
Bid Size: 30,000
1.450
Ask Size: 30,000
ALBEMARLE CORP. D... 245.00 - 1/21/2022 Call

Master data

WKN: JN3MEY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 1/21/2022
Issue date: 7/19/2021
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.39
Parity: -4.10
Time value: 1.44
Break-even: 259.40
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.31
Theta: -0.10
Omega: 4.33
Rho: 0.12
 

Quote data

Open: 1.520
High: 1.600
Low: 1.520
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+125.35%
1 Month  
+5.26%
3 Months  
+357.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 0.710
1M High / 1M Low: 1.320 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.932
Avg. volume 1W:   0.000
Avg. price 1M:   1.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -