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JP Morgan Call 170 AMC 17.01.2025/  DE000JL2H7K7  /

EUWAX
13/06/2024  08:21:25 Chg.-0.050 Bid15:52:51 Ask15:52:51 Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.300
Bid Size: 50,000		 0.320
Ask Size: 50,000		 ALBEMARLE CORP. D... 170.00 - 17/01/2025 Call
 

Master data

WKN: JL2H7K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.81
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.47
Parity: -6.58
Time value: 0.42
Break-even: 174.20
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 1.36
Spread abs.: 0.09
Spread %: 27.27%
Delta: 0.20
Theta: -0.03
Omega: 4.94
Rho: 0.10
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -62.35%
3 Months
  -70.91%
YTD
  -87.50%
1 Year
  -96.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.370
1M High / 1M Low: 1.030 0.370
6M High / 6M Low: 2.590 0.370
High (YTD): 02/01/2024 2.480
Low (YTD): 12/06/2024 0.370
52W High: 12/07/2023 9.330
52W Low: 12/06/2024 0.370
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   1.134
Avg. volume 6M:   96.774
Avg. price 1Y:   2.925
Avg. volume 1Y:   54.902
Volatility 1M:   150.19%
Volatility 6M:   210.60%
Volatility 1Y:   170.50%
Volatility 3Y:   -