JP Morgan Call 46 SM 16.08.2024
/ DE000JB8BZB3
JP Morgan Call 46 SM 16.08.2024/ DE000JB8BZB3 /
| 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: |
|
- |
