JP Morgan Put 90 ALB 20.09.2024
/ DE000JB6Q8F1
JP Morgan Put 90 ALB 20.09.2024/ DE000JB6Q8F1 /
| 14/06/2024 09:30:25 |
Chg.+0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+30.43% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
90.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB6Q8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
-1.26 |
| Time value: |
0.44 |
| Break-even: |
79.67 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
-0.25 |
| Theta: |
-0.04 |
| Omega: |
-5.40 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-42.31% |
| YTD |
|
|
-30.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.220 |
| 1M High / 1M Low: |
0.300 |
0.120 |
| 6M High / 6M Low: |
0.880 |
0.120 |
| High (YTD): |
06/02/2024 |
0.880 |
| Low (YTD): |
15/05/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.11% |
| Volatility 6M: |
|
229.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
