JP Morgan Put 175 ALB 18.03.2022/  DE000JN58RE3  /

EUWAX
10/15/2021  8:46:53 AM Chg.- Bid8:12:29 AM Ask8:12:29 AM Underlying Strike price Expiration date Option type
0.540EUR - 0.580
Bid Size: 7,500
0.630
Ask Size: 7,500
Albemarle Corp 175.00 USD 3/18/2022 Put

Master data

WKN: JN58RE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Put
Strike price: 175.00 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: -34.61
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.39
Parity: -4.64
Time value: 0.57
Break-even: 145.21
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 3.51%
Delta: -0.36
Theta: -0.15
Omega: -12.37
Rho: -0.32
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.540
1M High / 1M Low: 0.950 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.786
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -