JP Morgan Call 40 SM 20.12.2024
/ DE000JB2FWE8
JP Morgan Call 40 SM 20.12.2024/ DE000JB2FWE8 /
| 2024-07-04 3:50:52 PM |
Chg.+0.040 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
40.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB2FWE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.32 |
| Parity: |
0.49 |
| Time value: |
0.55 |
| Break-even: |
47.47 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.30 |
| Spread %: |
40.54% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
2.84 |
| Rho: |
0.09 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.73% |
| 1 Month |
|
|
-19.57% |
| 3 Months |
|
|
-45.99% |
| YTD |
|
|
+15.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.620 |
| 1M High / 1M Low: |
1.110 |
0.620 |
| 6M High / 6M Low: |
1.420 |
0.430 |
| High (YTD): |
2024-04-11 |
1.420 |
| Low (YTD): |
2024-02-06 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.895 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.19% |
| Volatility 6M: |
|
122.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
