JP Morgan Put 140 ALB 20.09.2024
/ DE000JB5YQK1
JP Morgan Put 140 ALB 20.09.2024/ DE000JB5YQK1 /
| 6/14/2024 8:27:16 AM |
Chg.+0.30 |
Bid4:10:57 PM |
Ask4:10:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
+10.75% |
3.34
Bid Size: 50,000 |
3.36
Ask Size: 50,000 |
Albemarle Corporatio... |
140.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB5YQK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
2.96 |
| Time value: |
0.21 |
| Break-even: |
98.68 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.93% |
| Delta: |
-0.77 |
| Theta: |
-0.03 |
| Omega: |
-2.44 |
| Rho: |
-0.29 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.38% |
| 1 Month |
|
|
+76.57% |
| 3 Months |
|
|
+25.10% |
| YTD |
|
|
+66.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.37 |
| 1M High / 1M Low: |
2.79 |
1.59 |
| 6M High / 6M Low: |
3.53 |
1.59 |
| High (YTD): |
2/6/2024 |
3.53 |
| Low (YTD): |
5/15/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.11% |
| Volatility 6M: |
|
144.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
