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JP Morgan Call 240 AMC 17.01.2025/  DE000JL0Q6B9  /

EUWAX
14/06/2024  16:08:17 Chg.-0.005 Bid16:34:58 Ask16:34:58 Underlying Strike price Expiration date Option type
0.064EUR -7.25% 0.059
Bid Size: 25,000		 0.099
Ask Size: 25,000		 ALBEMARLE CORP. D... 240.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.82
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.47
Parity: -13.92
Time value: 0.22
Break-even: 242.20
Moneyness: 0.42
Premium: 1.40
Premium p.a.: 3.37
Spread abs.: 0.15
Spread %: 214.29%
Delta: 0.10
Theta: -0.02
Omega: 4.72
Rho: 0.05
 

Quote data

Open: 0.067
High: 0.067
Low: 0.064
Previous Close: 0.069
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -68.00%
3 Months
  -80.61%
YTD
  -93.96%
1 Year
  -98.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.064
1M High / 1M Low: 0.240 0.064
6M High / 6M Low: 1.130 0.064
High (YTD): 02/01/2024 0.980
Low (YTD): 11/06/2024 0.064
52W High: 12/07/2023 5.630
52W Low: 11/06/2024 0.064
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   1.386
Avg. volume 1Y:   0.000
Volatility 1M:   194.10%
Volatility 6M:   246.03%
Volatility 1Y:   207.03%
Volatility 3Y:   -