JP Morgan Put 200 ALB 20.01.2023/  DE000JN3MXA4  /

EUWAX
5/27/2022  9:26:33 AM Chg.-0.35 Bid1:15:15 PM Ask1:15:15 PM Underlying Strike price Expiration date Option type
1.75EUR -16.67% 1.70
Bid Size: 7,500
1.74
Ask Size: 7,500
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: -13.50
Leverage: Yes

Calculated values

Fair value: 5.18
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.44
Parity: -5.13
Time value: 1.76
Break-even: 168.75
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.48
Spread abs.: 0.06
Spread %: 3.41%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 2.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -49.71%
3 Months
  -55.36%
YTD
  -28.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.14 1.84
1M High / 1M Low: 3.48 1.84
6M High / 6M Low: 4.54 1.84
High (YTD): 3/8/2022 4.54
Low (YTD): 5/24/2022 1.84
52W High: - -
52W Low: - -
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.34%
Volatility 6M:   152.07%
Volatility 1Y:   -
Volatility 3Y:   -