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JP Morgan Call 38 SM 17.01.2025/  DE000JL5WC24  /

EUWAX
2024-07-24  10:35:31 AM Chg.- Bid8:10:28 AM Ask8:10:28 AM Underlying Strike price Expiration date Option type
0.880EUR - 0.830
Bid Size: 3,000		 1.130
Ask Size: 3,000		 SM Energy Company 38.00 - 2025-01-17 Call
 

Master data

WKN: JL5WC2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.31
Implied volatility: 0.89
Historic volatility: 0.30
Parity: 0.31
Time value: 0.84
Break-even: 49.50
Moneyness: 1.08
Premium: 0.21
Premium p.a.: 0.47
Spread abs.: 0.30
Spread %: 35.29%
Delta: 0.68
Theta: -0.03
Omega: 2.42
Rho: 0.08
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.87%
1 Month
  -31.78%
3 Months
  -36.69%
YTD  
+14.29%
1 Year  
+11.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.880
1M High / 1M Low: 1.290 0.770
6M High / 6M Low: 1.600 0.540
High (YTD): 2024-04-11 1.600
Low (YTD): 2024-02-06 0.540
52W High: 2024-04-11 1.600
52W Low: 2023-12-12 0.530
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   1.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.980
Avg. volume 1Y:   0.000
Volatility 1M:   145.38%
Volatility 6M:   106.49%
Volatility 1Y:   99.91%
Volatility 3Y:   -