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: |
|
- |