JP Morgan Call 295 AMC 18.03.2022/  DE000JN58S88  /

EUWAX
1/10/2022  9:07:06 AM Chg.- Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.340EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 295.00 - 3/18/2022 Call

Master data

WKN: JN58S8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 295.00 -
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 1/10/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.37
Parity: -10.74
Time value: 0.38
Break-even: 298.80
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 23.68
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.12
Theta: -0.11
Omega: 6.04
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.290
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.68%
3 Months
  -41.38%
YTD  
+9.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.400 0.290
6M High / 6M Low: - -
High (YTD): 1/5/2022 0.400
Low (YTD): 1/7/2022 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -