JP Morgan Put 200 ALB 20.01.2023/  DE000JN3MXA4  /

EUWAX
1/14/2022  9:09:18 AM Chg.+0.10 Bid9:58:32 PM Ask9:58:32 PM Underlying Strike price Expiration date Option type
2.25EUR +4.65% 2.29
Bid Size: 10,000
2.34
Ask Size: 10,000
Albemarle Corp 200.00 USD 1/20/2023 Put

Master data

WKN: JN3MXA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 1/20/2023
Issue date: 7/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.81
Leverage: Yes

Calculated values

Fair value: 11.19
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.37
Parity: -3.09
Time value: 2.34
Break-even: 151.81
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 2.14%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.25
High: 2.25
Low: 2.25
Previous Close: 2.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month
  -16.67%
3 Months
  -8.91%
YTD
  -8.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.54 2.15
1M High / 1M Low: 3.00 2.15
6M High / 6M Low: - -
High (YTD): 1/11/2022 2.54
Low (YTD): 1/13/2022 2.15
52W High: - -
52W Low: - -
Avg. price 1W:   2.30
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -