JP Morgan Put 90 ALB 20.09.2024
/ DE000JB6Q8F1
JP Morgan Put 90 ALB 20.09.2024/ DE000JB6Q8F1 /
2024-06-07 9:43:06 AM |
Chg.0.000 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
90.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JB6Q8F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.47 |
Parity: |
-2.59 |
Time value: |
0.26 |
Break-even: |
80.03 |
Moneyness: |
0.76 |
Premium: |
0.26 |
Premium p.a.: |
1.25 |
Spread abs.: |
0.06 |
Spread %: |
30.00% |
Delta: |
-0.14 |
Theta: |
-0.03 |
Omega: |
-5.72 |
Rho: |
-0.05 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
-61.54% |
YTD |
|
|
-53.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.180 |
1M High / 1M Low: |
0.220 |
0.120 |
6M High / 6M Low: |
0.880 |
0.120 |
High (YTD): |
2024-02-06 |
0.880 |
Low (YTD): |
2024-05-15 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.468 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.62% |
Volatility 6M: |
|
228.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |