JP Morgan Call 44 SM 15.11.2024
/ DE000JT4NDM1
JP Morgan Call 44 SM 15.11.2024/ DE000JT4NDM1 /
| 06/11/2024 08:28:44 |
Chg.-0.012 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
-26.67% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
44.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT4NDM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.33 |
| Parity: |
-0.27 |
| Time value: |
0.13 |
| Break-even: |
41.52 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
55.57 |
| Spread abs.: |
0.09 |
| Spread %: |
225.58% |
| Delta: |
0.36 |
| Theta: |
-0.12 |
| Omega: |
10.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
-87.78% |
| 3 Months |
|
|
-83.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.045 |
| 1M High / 1M Low: |
0.340 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
