JP Morgan Put 215 ALB 20.01.2023/  DE000JN4S5G0  /

EUWAX
10/22/2021  8:20:23 AM Chg.-0.01 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.98EUR -0.33% -
Bid Size: -
-
Ask Size: -
Albemarle Corp 215.00 USD 1/20/2023 Put

Master data

WKN: JN4S5G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corp
Type: Warrant
Option type: Put
Strike price: 215.00 USD
Maturity: 1/20/2023
Issue date: 8/4/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.43
Leverage: Yes

Calculated values

Fair value: 17.51
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.39
Parity: -1.42
Time value: 3.09
Break-even: 153.73
Moneyness: 0.93
Premium: 0.23
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 1.29%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.98
High: 2.98
Low: 2.98
Previous Close: 2.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.25%
1 Month
  -12.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 2.88
1M High / 1M Low: 3.86 2.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   3.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -