JP Morgan Put 90 ALB 20.09.2024
/ DE000JB6Q8F1
JP Morgan Put 90 ALB 20.09.2024/ DE000JB6Q8F1 /
| 2024-05-17 9:26:26 AM |
Chg.-0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
-
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: |
-47.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.47 |
| Parity: |
-3.61 |
| Time value: |
0.25 |
| Break-even: |
80.31 |
| Moneyness: |
0.70 |
| Premium: |
0.32 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.08 |
| Spread %: |
47.06% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-5.08 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-69.81% |
| 3 Months |
|
|
-75.38% |
| YTD |
|
|
-62.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.560 |
0.120 |
| 6M High / 6M Low: |
0.910 |
0.120 |
| High (YTD): |
2024-02-06 |
0.880 |
| Low (YTD): |
2024-05-15 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.06% |
| Volatility 6M: |
|
225.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
