JP Morgan Put 130 ALB 21.03.2025
/ DE000JK4F231
JP Morgan Put 130 ALB 21.03.2025/ DE000JK4F231 /
| 2024-06-20 10:31:55 AM |
Chg.+0.01 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
+0.30% |
3.73
Bid Size: 5,000 |
3.80
Ask Size: 5,000 |
Albemarle Corporatio... |
130.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JK4F23 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
2.83 |
| Time value: |
0.58 |
| Break-even: |
86.86 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.02% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-1.67 |
| Rho: |
-0.68 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
3.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.32% |
| 1 Month |
|
|
+79.89% |
| 3 Months |
|
|
+22.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.54 |
| 1M High / 1M Low: |
3.30 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
