JP Morgan Call 250 AMC 18.03.2022/  DE000JN58RY1  /

EUWAX
11/15/2021  9:00:15 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
3.88EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 250.00 - 3/18/2022 Call

Master data

WKN: JN58RY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 11/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 1.21
Historic volatility: 0.38
Parity: -1.88
Time value: 3.96
Break-even: 289.60
Moneyness: 0.92
Premium: 0.25
Premium p.a.: 1.19
Spread abs.: 0.03
Spread %: 0.76%
Delta: 0.48
Theta: -0.17
Omega: 2.80
Rho: 0.21
 

Quote data

Open: 3.88
High: 3.88
Low: 3.88
Previous Close: 3.64
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+32.42%
3 Months  
+50.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.99 2.93
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.57
Avg. volume 1M:   55.56
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -