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JP Morgan Call 50 SM 17.01.2025/  DE000JL58JE4  /

EUWAX
11/12/2024  10:19:47 AM Chg.+0.027 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.110EUR +32.53% -
Bid Size: -		 -
Ask Size: -		 SM Energy Company 50.00 - 1/17/2025 Call
 

Master data

WKN: JL58JE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.34
Parity: -0.87
Time value: 0.26
Break-even: 52.60
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 2.82
Spread abs.: 0.15
Spread %: 136.36%
Delta: 0.34
Theta: -0.04
Omega: 5.43
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.91%
1 Month
  -42.11%
3 Months
  -56.00%
YTD
  -71.05%
1 Year
  -70.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.083
1M High / 1M Low: 0.200 0.072
6M High / 6M Low: 0.610 0.068
High (YTD): 4/11/2024 0.860
Low (YTD): 10/1/2024 0.068
52W High: 4/11/2024 0.860
52W Low: 10/1/2024 0.068
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   305.42%
Volatility 6M:   290.93%
Volatility 1Y:   225.39%
Volatility 3Y:   -