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JP Morgan Call 180 AMC 17.01.2025/  DE000JL2F6M7  /

EUWAX
2024-06-14  11:03:24 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 180.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.34
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.47
Parity: -8.33
Time value: 0.29
Break-even: 182.90
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 1.94
Spread abs.: 0.10
Spread %: 52.63%
Delta: 0.15
Theta: -0.03
Omega: 4.98
Rho: 0.07
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -75.29%
3 Months
  -73.75%
YTD
  -90.87%
1 Year
  -97.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.850 0.210
6M High / 6M Low: 2.330 0.210
High (YTD): 2024-01-02 2.000
Low (YTD): 2024-06-14 0.210
52W High: 2023-07-12 8.550
52W Low: 2024-06-14 0.210
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   0.000
Avg. price 1Y:   2.569
Avg. volume 1Y:   0.000
Volatility 1M:   152.60%
Volatility 6M:   199.68%
Volatility 1Y:   173.68%
Volatility 3Y:   -