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JP Morgan Call 340 AMC 17.01.2025/  DE000JL0Q6M6  /

EUWAX
2024-05-07  9:55:17 AM Chg.+0.004 Bid10:55:33 AM Ask10:55:33 AM Underlying Strike price Expiration date Option type
0.035EUR +12.90% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 340.00 - 2025-01-17 Call
 

Master data

WKN: JL0Q6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.48
Parity: -21.86
Time value: 0.34
Break-even: 343.40
Moneyness: 0.36
Premium: 1.83
Premium p.a.: 3.43
Spread abs.: 0.31
Spread %: 871.43%
Delta: 0.11
Theta: -0.03
Omega: 4.05
Rho: 0.07
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -2.78%
3 Months
  -54.55%
YTD
  -89.06%
1 Year
  -96.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.022
1M High / 1M Low: 0.056 0.022
6M High / 6M Low: 0.360 0.022
High (YTD): 2024-01-02 0.290
Low (YTD): 2024-05-02 0.022
52W High: 2023-07-12 2.570
52W Low: 2024-05-02 0.022
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   393.35%
Volatility 6M:   310.74%
Volatility 1Y:   244.58%
Volatility 3Y:   -