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JP Morgan Call 48 SM 20.12.2024/  DE000JB2ELM7  /

EUWAX
08/11/2024  09:06:40 Chg.-0.009 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.082EUR -9.89% -
Bid Size: -		 -
Ask Size: -		 SM Energy Company 48.00 USD 20/12/2024 Call
 

Master data

WKN: JB2ELM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 20/12/2024
Issue date: 12/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.09
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.34
Parity: -0.43
Time value: 0.17
Break-even: 46.47
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 2.42
Spread abs.: 0.09
Spread %: 114.29%
Delta: 0.35
Theta: -0.04
Omega: 8.35
Rho: 0.01
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.091
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.46%
1 Month
  -60.95%
3 Months
  -68.46%
YTD
  -78.42%
1 Year
  -76.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.061
1M High / 1M Low: 0.220 0.061
6M High / 6M Low: 0.780 0.061
High (YTD): 11/04/2024 0.900
Low (YTD): 05/11/2024 0.061
52W High: 11/04/2024 0.900
52W Low: 05/11/2024 0.061
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   353.78%
Volatility 6M:   304.09%
Volatility 1Y:   235.66%
Volatility 3Y:   -