JP Morgan Put 175 AMC 18.03.2022/  DE000JN58RE3  /

EUWAX
11/5/2021  9:01:29 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.250EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 175.00 - 3/18/2022 Put

Master data

WKN: JN58RE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 175.00 -
Maturity: 3/18/2022
Issue date: 8/12/2021
Last trading day: 11/8/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -76.52
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.38
Parity: -6.99
Time value: 0.32
Break-even: 171.80
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 1.34
Spread abs.: 0.07
Spread %: 21.88%
Delta: -0.14
Theta: -0.10
Omega: -10.96
Rho: -0.12
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.18%
3 Months
  -65.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.460 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -