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JP Morgan Call 52 SM 17.01.2025/  DE000JL58NT4  /

EUWAX
2024-07-24  10:46:21 AM Chg.- Bid9:12:55 AM Ask9:12:55 AM Underlying Strike price Expiration date Option type
0.230EUR - 0.210
Bid Size: 2,000		 0.510
Ask Size: 2,000		 SM Energy Company 52.00 - 2025-01-17 Call
 

Master data

WKN: JL58NT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2025-01-17
Issue date: 2023-06-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.30
Parity: -1.09
Time value: 0.52
Break-even: 57.20
Moneyness: 0.79
Premium: 0.39
Premium p.a.: 0.99
Spread abs.: 0.30
Spread %: 136.36%
Delta: 0.44
Theta: -0.03
Omega: 3.44
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -48.89%
3 Months
  -61.67%
YTD
  -30.30%
1 Year
  -46.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.450 0.190
6M High / 6M Low: 0.760 0.190
High (YTD): 2024-04-11 0.760
Low (YTD): 2024-07-10 0.190
52W High: 2024-04-11 0.760
52W Low: 2024-07-10 0.190
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   259.23%
Volatility 6M:   171.21%
Volatility 1Y:   147.71%
Volatility 3Y:   -