JP Morgan Put 175 ALB 18.03.2022/  DE000JN58RE3  /

EUWAX
10/27/2021  8:56:52 AM Chg.+0.020 Bid12:29:07 PM Ask12:29:07 PM Underlying Strike price Expiration date Option type
0.460EUR +4.55% 0.440
Bid Size: 5,000
0.490
Ask Size: 5,000
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: -41.56
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.39
Parity: -5.27
Time value: 0.49
Break-even: 146.01
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 4.08%
Delta: -0.26
Theta: -0.12
Omega: -10.72
Rho: -0.22
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -35.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.880 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -