JP Morgan Call 50 SM 20.12.2024
/ DE000JB2ELN5
JP Morgan Call 50 SM 20.12.2024/ DE000JB2ELN5 /
| 25/07/2024 08:53:14 |
Chg.-0.020 |
Bid12:38:27 |
Ask12:38:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
0.230
Bid Size: 3,000 |
0.430
Ask Size: 3,000 |
SM Energy Company |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JB2ELN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
-0.51 |
| Time value: |
0.44 |
| Break-even: |
50.53 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.20 |
| Spread %: |
83.33% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
4.33 |
| Rho: |
0.06 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.35% |
| 1 Month |
|
|
-54.90% |
| 3 Months |
|
|
-64.62% |
| YTD |
|
|
-30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.250 |
| 1M High / 1M Low: |
0.510 |
0.200 |
| 6M High / 6M Low: |
0.800 |
0.190 |
| High (YTD): |
11/04/2024 |
0.800 |
| Low (YTD): |
06/02/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.01% |
| Volatility 6M: |
|
171.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
