JP Morgan Put 100 ALB 20.09.2024
/ DE000JB5YQJ3
JP Morgan Put 100 ALB 20.09.2024/ DE000JB5YQJ3 /
| 2024-09-09 8:27:31 AM |
Chg.+0.68 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+47.89% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5YQJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 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: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
- |
| Historic volatility: |
0.50 |
| Parity: |
2.08 |
| Time value: |
-0.42 |
| Break-even: |
73.60 |
| Moneyness: |
1.30 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.88 |
| Spread abs.: |
0.04 |
| Spread %: |
2.47% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.88% |
| 1 Month |
|
|
+17.98% |
| 3 Months |
|
|
+425.00% |
| YTD |
|
|
+244.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.02 |
| 1M High / 1M Low: |
2.49 |
0.92 |
| 6M High / 6M Low: |
2.49 |
0.25 |
| High (YTD): |
2024-08-15 |
2.49 |
| Low (YTD): |
2024-05-15 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.85% |
| Volatility 6M: |
|
231.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
