JP Morgan Call 285 ALB 18.03.2022/  DE000JN58S39  /

EUWAX
1/14/2022  8:59:44 AM Chg.-0.070 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.360EUR -16.28% -
Bid Size: -
-
Ask Size: -
Albemarle Corp 285.00 USD 3/18/2022 Call

Master data

WKN: JN58S3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Call
Strike price: 285.00 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: 58.88
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -4.36
Time value: 0.35
Break-even: 253.18
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 2.36
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.15
Theta: -0.05
Omega: 8.72
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -56.63%
3 Months
  -50.00%
YTD
  -10.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.320
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: - -
High (YTD): 1/5/2022 0.520
Low (YTD): 1/11/2022 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -