JP Morgan Call 52 SM 20.12.2024
/ DE000JB2ELP0
JP Morgan Call 52 SM 20.12.2024/ DE000JB2ELP0 /
| 04/09/2024 08:57:51 |
Chg.-0.069 |
Bid11:52:17 |
Ask11:52:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.091EUR |
-43.13% |
0.091
Bid Size: 2,000 |
0.290
Ask Size: 2,000 |
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: |
12.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.33 |
| Parity: |
-0.82 |
| Time value: |
0.30 |
| Break-even: |
50.06 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.20 |
| Spread %: |
212.50% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
4.83 |
| Rho: |
0.03 |
Quote data
| Open: |
0.091 |
| High: |
0.091 |
| Low: |
0.091 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.47% |
| 1 Month |
|
|
-49.44% |
| 3 Months |
|
|
-72.42% |
| YTD |
|
|
-68.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.140 |
| 1M High / 1M Low: |
0.210 |
0.076 |
| 6M High / 6M Low: |
0.700 |
0.076 |
| High (YTD): |
11/04/2024 |
0.700 |
| Low (YTD): |
08/08/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.10% |
| Volatility 6M: |
|
246.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
