JP Morgan Put 120 ALB 21.06.2024
/ DE000JB1TU63
JP Morgan Put 120 ALB 21.06.2024/ DE000JB1TU63 /
| 2024-06-17 10:56:55 AM |
Chg.0.00 |
Bid4:15:41 PM |
Ask4:15:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
0.00% |
1.73
Bid Size: 15,000 |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB1TU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
- |
| Historic volatility: |
0.48 |
| Parity: |
1.54 |
| Time value: |
-0.01 |
| Break-even: |
96.82 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.29% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.00% |
| 1 Month |
|
|
+410.00% |
| 3 Months |
|
|
+29.66% |
| YTD |
|
|
+106.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
0.63 |
| 1M High / 1M Low: |
1.53 |
0.21 |
| 6M High / 6M Low: |
1.88 |
0.20 |
| High (YTD): |
2024-02-06 |
1.88 |
| Low (YTD): |
2024-05-15 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
466.55% |
| Volatility 6M: |
|
332.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
