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JP Morgan Call 260 AMC 17.01.2025/  DE000JL0Q6D5  /

EUWAX
2024-06-10  10:07:07 AM Chg.-0.014 Bid4:55:48 PM Ask4:55:48 PM Underlying Strike price Expiration date Option type
0.046EUR -23.33% 0.045
Bid Size: 20,000		 0.095
Ask Size: 20,000		 ALBEMARLE CORP. D... 260.00 - 2025-01-17 Call
 

Master data

WKN: JL0Q6D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.47
Parity: -15.34
Time value: 0.25
Break-even: 262.50
Moneyness: 0.41
Premium: 1.46
Premium p.a.: 3.43
Spread abs.: 0.20
Spread %: 431.91%
Delta: 0.11
Theta: -0.03
Omega: 4.56
Rho: 0.05
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.13%
1 Month
  -67.14%
3 Months
  -79.09%
YTD
  -94.46%
1 Year
  -98.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.060
1M High / 1M Low: 0.160 0.060
6M High / 6M Low: 0.890 0.060
High (YTD): 2024-01-02 0.760
Low (YTD): 2024-06-07 0.060
52W High: 2023-07-12 4.840
52W Low: 2024-06-07 0.060
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   1.170
Avg. volume 1Y:   0.000
Volatility 1M:   246.59%
Volatility 6M:   275.34%
Volatility 1Y:   221.57%
Volatility 3Y:   -