JP Morgan Call 46 SM 16.08.2024
/ DE000JB8BZB3
JP Morgan Call 46 SM 16.08.2024/ DE000JB8BZB3 /
| 2024-07-04 5:36:52 PM |
Chg.+0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+26.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
-0.06 |
| Time value: |
0.26 |
| Break-even: |
45.22 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.08 |
| Spread %: |
47.37% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
8.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.42% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
-75.95% |
| YTD |
|
|
-38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.130 |
| 1M High / 1M Low: |
0.480 |
0.130 |
| 6M High / 6M Low: |
0.840 |
0.130 |
| High (YTD): |
2024-04-08 |
0.840 |
| Low (YTD): |
2024-07-01 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.98% |
| Volatility 6M: |
|
195.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
