JP Morgan Call 295 ALB 18.03.2022/  DE000JN58S88  /

EUWAX
12/6/2021  9:07:15 AM Chg.-0.20 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.20EUR -14.29% -
Bid Size: -
-
Ask Size: -
Albemarle Corp 295.00 USD 3/18/2022 Call

Master data

WKN: JN58S8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Call
Strike price: 295.00 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: 18.69
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.38
Parity: -3.85
Time value: 1.19
Break-even: 272.87
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 1.08
Spread abs.: 0.03
Spread %: 2.52%
Delta: 0.27
Theta: -0.07
Omega: 5.03
Rho: 0.13
 

Quote data

Open: 1.20
High: 1.20
Low: 1.20
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month
  -33.70%
3 Months  
+2.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.74 1.40
1M High / 1M Low: 2.15 1.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -