JP Morgan Put 200 ALB 20.01.2023/  DE000JN3MXA4  /

EUWAX
12/3/2021  9:05:41 AM Chg.-0.05 Bid4:14:30 PM Ask4:14:30 PM Underlying Strike price Expiration date Option type
2.21EUR -2.21% 2.36
Bid Size: 30,000
2.40
Ask Size: 30,000
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: -10.18
Leverage: Yes

Calculated values

Fair value: 11.73
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.38
Parity: -5.43
Time value: 2.27
Break-even: 154.20
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 2.64%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.21
High: 2.21
Low: 2.21
Previous Close: 2.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+11.06%
3 Months
  -10.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.26 1.94
1M High / 1M Low: 2.26 1.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -