JP Morgan Call 290 AMC 20.01.2023/  DE000JN3MX78  /

EUWAX
10/21/2021  9:05:58 AM Chg.-0.11 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.21EUR -4.74% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 290.00 - 1/20/2023 Call

Master data

WKN: JN3MX7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 1/20/2023
Issue date: 7/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.39
Parity: -8.71
Time value: 2.36
Break-even: 313.60
Moneyness: 0.70
Premium: 0.55
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 1.69%
Delta: 0.29
Theta: -0.02
Omega: 2.48
Rho: 0.44
 

Quote data

Open: 2.21
High: 2.21
Low: 2.21
Previous Close: 2.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+4.74%
3 Months  
+102.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.45 1.97
1M High / 1M Low: 2.45 1.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -