JP Morgan Call 210 AMC 21.06.2024/  DE000JL27ZM8  /

EUWAX
12/06/2024  15:36:00 Chg.-0.001 Bid20:07:05 Ask20:07:05 Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 210.00 - 21/06/2024 Call
 

Master data

WKN: JL27ZM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 21/06/2024
Issue date: 17/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 149.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.36
Historic volatility: 0.47
Parity: -10.39
Time value: 0.07
Break-even: 210.71
Moneyness: 0.51
Premium: 0.99
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 7,000.00%
Delta: 0.05
Theta: -0.22
Omega: 7.37
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -98.68%
YTD
  -99.82%
1 Year
  -99.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.002
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.630 0.001
High (YTD): 02/01/2024 0.470
Low (YTD): 03/06/2024 0.001
52W High: 12/07/2023 5.950
52W Low: 03/06/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   1.246
Avg. volume 1Y:   0.000
Volatility 1M:   673.21%
Volatility 6M:   522.98%
Volatility 1Y:   397.92%
Volatility 3Y:   -