JP Morgan Call 340 AMC 17.01.2025/  DE000JL0Q6M6  /

EUWAX
6/11/2024  10:13:10 AM Chg.-0.001 Bid6:58:45 PM Ask6:58:45 PM Underlying Strike price Expiration date Option type
0.012EUR -7.69% 0.011
Bid Size: 10,000
0.081
Ask Size: 10,000
ALBEMARLE CORP. D... 340.00 - 1/17/2025 Call
 

Master data

WKN: JL0Q6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.47
Parity: -23.40
Time value: 0.31
Break-even: 343.10
Moneyness: 0.31
Premium: 2.24
Premium p.a.: 6.02
Spread abs.: 0.30
Spread %: 2,483.33%
Delta: 0.11
Theta: -0.03
Omega: 3.77
Rho: 0.05
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.85%
1 Month
  -64.71%
3 Months
  -79.66%
YTD
  -96.25%
1 Year
  -99.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.013
1M High / 1M Low: 0.038 0.013
6M High / 6M Low: 0.360 0.013
High (YTD): 1/2/2024 0.290
Low (YTD): 6/10/2024 0.013
52W High: 7/12/2023 2.570
52W Low: 6/10/2024 0.013
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   291.60%
Volatility 6M:   317.44%
Volatility 1Y:   252.39%
Volatility 3Y:   -