JP Morgan Put 80 ALB 16.01.2026
/ DE000JK7GCE6
JP Morgan Put 80 ALB 16.01.2026/ DE000JK7GCE6 /
| 14/06/2024 14:19:11 |
Chg.+0.110 |
Bid14/06/2024 |
Ask14/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+11.70% |
1.050
Bid Size: 5,000 |
1.150
Ask Size: 5,000 |
Albemarle Corporatio... |
80.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JK7GCE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.47 |
| Parity: |
-2.63 |
| Time value: |
1.11 |
| Break-even: |
63.42 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.14 |
| Spread %: |
14.42% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-1.76 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.870 |
| 1M High / 1M Low: |
0.940 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
