JP Morgan Call 310 AMC 20.01.2023/  DE000JA4BT57  /

EUWAX
12/2/2022  9:42:03 AM Chg.-0.150 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.660EUR -18.52% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 310.00 - 1/20/2023 Call

Master data

WKN: JA4BT5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 1/20/2023
Issue date: 4/22/2022
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.82
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.51
Parity: -4.01
Time value: 0.97
Break-even: 319.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 2.63
Spread abs.: 0.05
Spread %: 5.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.54%
1 Month
  -18.52%
3 Months
  -52.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.610
1M High / 1M Low: 3.610 0.610
6M High / 6M Low: 3.730 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   1.552
Avg. volume 1M:   0.000
Avg. price 6M:   1.558
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   473.73%
Volatility 6M:   319.71%
Volatility 1Y:   -
Volatility 3Y:   -