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JP Morgan Call 52 SM 20.12.2024/  DE000JB2ELP0  /

EUWAX
08/11/2024  09:06:41 Chg.-0.004 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.031EUR -11.43% -
Bid Size: -		 -
Ask Size: -		 SM Energy Company 52.00 USD 20/12/2024 Call
 

Master data

WKN: JB2ELP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 52.00 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: 22.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.34
Parity: -0.81
Time value: 0.18
Break-even: 50.32
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 5.96
Spread abs.: 0.15
Spread %: 462.50%
Delta: 0.30
Theta: -0.05
Omega: 6.72
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -69.00%
3 Months
  -79.33%
YTD
  -89.31%
1 Year
  -88.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.026
1M High / 1M Low: 0.110 0.026
6M High / 6M Low: 0.470 0.026
High (YTD): 11/04/2024 0.700
Low (YTD): 05/11/2024 0.026
52W High: 11/04/2024 0.700
52W Low: 05/11/2024 0.026
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   391.49%
Volatility 6M:   332.37%
Volatility 1Y:   257.86%
Volatility 3Y:   -