JP Morgan Call 280 AMC 17.01.2025
/ DE000JL0Q6F0
JP Morgan Call 280 AMC 17.01.2025/ DE000JL0Q6F0 /
2024-05-20 1:09:52 PM |
Chg.+0.015 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
ALBEMARLE CORP. D... |
280.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL0Q6F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ALBEMARLE CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-06 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.47 |
Parity: |
-15.94 |
Time value: |
0.30 |
Break-even: |
283.00 |
Moneyness: |
0.43 |
Premium: |
1.35 |
Premium p.a.: |
2.62 |
Spread abs.: |
0.21 |
Spread %: |
215.79% |
Delta: |
0.11 |
Theta: |
-0.03 |
Omega: |
4.61 |
Rho: |
0.07 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.085 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.89% |
1 Month |
|
|
+51.52% |
3 Months |
|
|
-28.57% |
YTD |
|
|
-84.62% |
1 Year |
|
|
-96.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.077 |
1M High / 1M Low: |
0.110 |
0.064 |
6M High / 6M Low: |
0.700 |
0.064 |
High (YTD): |
2024-01-02 |
0.590 |
Low (YTD): |
2024-05-02 |
0.064 |
52W High: |
2023-07-12 |
4.140 |
52W Low: |
2024-05-02 |
0.064 |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.121 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
297.28% |
Volatility 6M: |
|
285.66% |
Volatility 1Y: |
|
227.58% |
Volatility 3Y: |
|
- |