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JP Morgan Call 240 AMC 17.01.2025/  DE000JL0Q6B9  /

EUWAX
6/3/2024  9:56:33 AM Chg.0.000 Bid12:37:04 PM Ask12:37:04 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 2,000		 0.230
Ask Size: 2,000		 ALBEMARLE CORP. D... 240.00 - 1/17/2025 Call
 

Master data

WKN: JL0Q6B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.47
Parity: -12.70
Time value: 0.27
Break-even: 242.70
Moneyness: 0.47
Premium: 1.15
Premium p.a.: 2.40
Spread abs.: 0.15
Spread %: 125.00%
Delta: 0.12
Theta: -0.03
Omega: 4.92
Rho: 0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -31.58%
3 Months
  -77.97%
YTD
  -87.74%
1 Year
  -96.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: 1.130 0.130
High (YTD): 1/2/2024 0.980
Low (YTD): 5/31/2024 0.130
52W High: 7/12/2023 5.630
52W Low: 5/31/2024 0.130
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   1.516
Avg. volume 1Y:   0.000
Volatility 1M:   212.46%
Volatility 6M:   260.93%
Volatility 1Y:   206.59%
Volatility 3Y:   -