JP Morgan Put 200 AMC 20.01.2023/  DE000JN3MXA4  /

EUWAX
10/22/2021  8:59:24 AM Chg.-0.03 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.38EUR -1.24% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 200.00 - 1/20/2023 Put

Master data

WKN: JN3MXA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 1/20/2023
Issue date: 7/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.98
Leverage: Yes

Calculated values

Fair value: 20.46
Intrinsic value: 0.12
Implied volatility: -
Historic volatility: 0.39
Parity: 0.12
Time value: 2.37
Break-even: 175.10
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.61%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.38
High: 2.38
Low: 2.38
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month
  -14.70%
3 Months
  -37.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.57 2.31
1M High / 1M Low: 3.15 2.31
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.41
Avg. volume 1W:   0.00
Avg. price 1M:   2.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -