JP Morgan Call 120 ALB 21.06.2024
/ DE000JB6Q8G9
JP Morgan Call 120 ALB 21.06.2024/ DE000JB6Q8G9 /
| 6/7/2024 9:43:06 AM |
Chg.-0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-12.12% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JB6Q8G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.47 |
| Parity: |
-0.47 |
| Time value: |
0.20 |
| Break-even: |
113.10 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
4.53 |
| Spread abs.: |
0.05 |
| Spread %: |
33.33% |
| Delta: |
0.34 |
| Theta: |
-0.14 |
| Omega: |
17.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.72% |
| 1 Month |
|
|
-79.86% |
| 3 Months |
|
|
-80.79% |
| YTD |
|
|
-92.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.290 |
| 1M High / 1M Low: |
1.660 |
0.290 |
| 6M High / 6M Low: |
3.790 |
0.290 |
| High (YTD): |
1/2/2024 |
3.430 |
| Low (YTD): |
6/7/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.57% |
| Volatility 6M: |
|
262.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
