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JP Morgan Call 42 SM 17.01.2025/  DE000JL6KAC7  /

EUWAX
08/11/2024  10:52:03 Chg.-0.060 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.360EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 SM Energy Company 42.00 - 17/01/2025 Call
 

Master data

WKN: JL6KAC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.61
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.34
Parity: -0.15
Time value: 0.47
Break-even: 46.70
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 1.13
Spread abs.: 0.10
Spread %: 27.03%
Delta: 0.53
Theta: -0.04
Omega: 4.53
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -29.41%
3 Months
  -33.33%
YTD
  -40.98%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.270
1M High / 1M Low: 0.540 0.270
6M High / 6M Low: 1.170 0.240
High (YTD): 11/04/2024 1.330
Low (YTD): 01/10/2024 0.240
52W High: 11/04/2024 1.330
52W Low: 01/10/2024 0.240
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   231.78%
Volatility 6M:   218.77%
Volatility 1Y:   171.32%
Volatility 3Y:   -