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JP Morgan Put 120 AMC 17.01.2025/  DE000JL0BUE3  /

EUWAX
2024-06-05  9:52:59 AM Chg.+0.06 Bid9:11:03 PM Ask9:11:03 PM Underlying Strike price Expiration date Option type
1.60EUR +3.90% 1.54
Bid Size: 75,000		 1.56
Ask Size: 75,000		 ALBEMARLE CORP. D... 120.00 - 2025-01-17 Put
 

Master data

WKN: JL0BUE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.47
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 1.13
Implied volatility: 0.34
Historic volatility: 0.47
Parity: 1.13
Time value: 0.55
Break-even: 103.20
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 4.35%
Delta: -0.56
Theta: -0.02
Omega: -3.62
Rho: -0.48
 

Quote data

Open: 1.60
High: 1.60
Low: 1.60
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.79%
1 Month  
+4.58%
3 Months
  -23.08%
YTD  
+4.58%
1 Year  
+52.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.37
1M High / 1M Low: 1.54 1.14
6M High / 6M Low: 2.66 1.14
High (YTD): 2024-02-06 2.66
Low (YTD): 2024-05-15 1.14
52W High: 2024-02-06 2.66
52W Low: 2023-07-12 0.56
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.54
Avg. volume 1Y:   0.00
Volatility 1M:   114.21%
Volatility 6M:   132.35%
Volatility 1Y:   118.07%
Volatility 3Y:   -