JP Morgan Call 260 ALB 18.03.2022/  DE000JN58S13  /

EUWAX
12/7/2021  9:14:48 AM Chg.-0.27 Bid11:14:38 AM Ask11:14:38 AM Underlying Strike price Expiration date Option type
1.98EUR -12.00% 2.09
Bid Size: 7,500
2.13
Ask Size: 7,500
Albemarle Corp 260.00 USD 3/18/2022 Call

Master data

WKN: JN58S1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Call
Strike price: 260.00 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: 11.53
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.38
Parity: -1.02
Time value: 1.91
Break-even: 249.52
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.38
Theta: -0.07
Omega: 4.40
Rho: 0.18
 

Quote data

Open: 1.98
High: 1.98
Low: 1.98
Previous Close: 2.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.74%
1 Month
  -37.93%
3 Months
  -1.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.13 2.25
1M High / 1M Low: 3.76 2.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   3.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -