JP Morgan Put 165 AMC 18.03.2022/  DE000JN58R89  /

EUWAX
8/31/2021  8:57:55 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.510EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 165.00 - 3/18/2022 Put

Master data

WKN: JN58R8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 165.00 -
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 8/31/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.22
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.39
Parity: -3.79
Time value: 0.56
Break-even: 159.40
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 10.71%
Delta: -0.68
Theta: -0.23
Omega: -24.60
Rho: -0.58
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -