JP Morgan Call 285 AMC 20.01.2023/  DE000JN3MX86  /

EUWAX
10/18/2021  8:57:57 AM Chg.-0.20 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.08EUR -8.77% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 285.00 - 1/20/2023 Call

Master data

WKN: JN3MX8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 285.00 -
Maturity: 1/20/2023
Issue date: 7/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.39
Parity: -8.77
Time value: 2.17
Break-even: 306.70
Moneyness: 0.69
Premium: 0.55
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 1.84%
Delta: 0.28
Theta: -0.02
Omega: 2.51
Rho: 0.41
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.66%
1 Month
  -22.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.28 1.83
1M High / 1M Low: 2.44 1.83
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   20
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -