JP Morgan Put 195 AMC 21.01.2022/  DE000JN3MES6  /

EUWAX
11/5/2021  9:10:50 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.180EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 195.00 - 1/21/2022 Put

Master data

WKN: JN3MES
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 195.00 -
Maturity: 1/21/2022
Issue date: 7/19/2021
Last trading day: 11/8/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -94.08
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.38
Parity: -4.02
Time value: 0.25
Break-even: 192.50
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 2.30
Spread abs.: 0.07
Spread %: 28.00%
Delta: -0.16
Theta: -0.13
Omega: -15.27
Rho: -0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.94%
3 Months
  -76.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -