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JP Morgan Call 180 AMC 17.01.2025/  DE000JL2F6M7  /

EUWAX
6/19/2024  10:59:02 AM Chg.0.000 Bid2:25:08 PM Ask2:25:08 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 2,000		 0.300
Ask Size: 2,000		 ALBEMARLE CORP. D... 180.00 - 1/17/2025 Call
 

Master data

WKN: JL2F6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 1/17/2025
Issue date: 4/24/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.62
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.47
Parity: -8.73
Time value: 0.24
Break-even: 182.40
Moneyness: 0.51
Premium: 0.97
Premium p.a.: 2.21
Spread abs.: 0.10
Spread %: 71.43%
Delta: 0.13
Theta: -0.02
Omega: 5.08
Rho: 0.06
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.28%
1 Month
  -77.61%
3 Months
  -82.76%
YTD
  -93.48%
1 Year
  -98.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.150
1M High / 1M Low: 0.750 0.150
6M High / 6M Low: 2.330 0.150
High (YTD): 1/2/2024 2.000
Low (YTD): 6/18/2024 0.150
52W High: 7/12/2023 8.550
52W Low: 6/18/2024 0.150
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   0.000
Avg. price 1Y:   2.509
Avg. volume 1Y:   0.000
Volatility 1M:   131.76%
Volatility 6M:   201.82%
Volatility 1Y:   174.99%
Volatility 3Y:   -