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JP Morgan Call 170 ALB 21.06.2024/  DE000JL93RY2  /

EUWAX
6/13/2024  10:01:40 AM Chg.0.000 Bid11:45:05 AM Ask11:45:05 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 500		 0.300
Ask Size: 500		 Albemarle Corporatio... 170.00 USD 6/21/2024 Call
 

Master data

WKN: JL93RY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 6/21/2024
Issue date: 8/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.19
Historic volatility: 0.47
Parity: -5.30
Time value: 0.20
Break-even: 159.22
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: 0.13
Theta: -0.46
Omega: 7.00
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.55%
3 Months
  -99.63%
YTD
  -99.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.057 0.001
6M High / 6M Low: 1.510 0.001
High (YTD): 1/2/2024 1.190
Low (YTD): 6/12/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,161.07%
Volatility 6M:   589.48%
Volatility 1Y:   -
Volatility 3Y:   -