JP Morgan Call 46 SM 16.08.2024/  DE000JB8BZB3  /

EUWAX
2024-07-24  11:54:46 AM Chg.- Bid10:13:29 AM Ask10:13:29 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.120
Bid Size: 3,000
0.220
Ask Size: 3,000
SM Energy Company 46.00 USD 2024-08-16 Call
 

Master data

WKN: JB8BZB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.35
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.30
Parity: -0.14
Time value: 0.21
Break-even: 44.57
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 2.89
Spread abs.: 0.09
Spread %: 76.92%
Delta: 0.46
Theta: -0.06
Omega: 8.85
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -66.67%
3 Months
  -75.00%
YTD
  -48.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.160
1M High / 1M Low: 0.480 0.100
6M High / 6M Low: 0.840 0.100
High (YTD): 2024-04-08 0.840
Low (YTD): 2024-07-10 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.95%
Volatility 6M:   231.44%
Volatility 1Y:   -
Volatility 3Y:   -