JP Morgan Put 120 ALB 20.09.2024
/ DE000JB63Y12
JP Morgan Put 120 ALB 20.09.2024/ DE000JB63Y12 /
| 2024-06-20 8:29:39 AM |
Chg.+0.01 |
Bid2:59:25 PM |
Ask2:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+0.47% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JB63Y1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
1.90 |
| Time value: |
0.30 |
| Break-even: |
89.66 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.29% |
| Delta: |
-0.71 |
| Theta: |
-0.04 |
| Omega: |
-2.97 |
| Rho: |
-0.22 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.24% |
| 1 Month |
|
|
+173.08% |
| 3 Months |
|
|
+37.42% |
| YTD |
|
|
+88.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.39 |
| 1M High / 1M Low: |
2.12 |
0.78 |
| 6M High / 6M Low: |
2.26 |
0.72 |
| High (YTD): |
2024-02-06 |
2.26 |
| Low (YTD): |
2024-05-15 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.36% |
| Volatility 6M: |
|
163.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
