JP Morgan Put 130 ALB 20.09.2024
/ DE000JB63Y04
JP Morgan Put 130 ALB 20.09.2024/ DE000JB63Y04 /
| 2024-06-20 8:29:39 AM |
Chg.+0.01 |
Bid12:45:56 PM |
Ask12:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+0.34% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
130.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB63Y0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
2.83 |
| Time value: |
0.17 |
| Break-even: |
90.96 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
2.74% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-2.43 |
| Rho: |
-0.26 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.14% |
| 1 Month |
|
|
+145.38% |
| 3 Months |
|
|
+42.44% |
| YTD |
|
|
+98.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.04 |
| 1M High / 1M Low: |
2.91 |
1.19 |
| 6M High / 6M Low: |
2.91 |
1.11 |
| High (YTD): |
2024-06-19 |
2.91 |
| Low (YTD): |
2024-05-15 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.71% |
| Volatility 6M: |
|
147.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
