JP Morgan Put 185 ALB 21.01.2022/  DE000JN3MEU2  /

EUWAX
10/28/2021  9:01:49 AM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.330EUR - -
Bid Size: -
-
Ask Size: -
Albemarle Corp 185.00 USD 1/21/2022 Put

Master data

WKN: JN3MEU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Put
Strike price: 185.00 USD
Maturity: 1/21/2022
Issue date: 7/19/2021
Last trading day: 10/29/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.38
Parity: -8.05
Time value: 0.37
Break-even: 160.12
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 6.99
Spread abs.: 0.04
Spread %: 10.81%
Delta: -0.10
Theta: -0.16
Omega: -6.65
Rho: -0.04
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -44.07%
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:   -