JP Morgan Call 52 SM 20.12.2024
/ DE000JB2ELP0
JP Morgan Call 52 SM 20.12.2024/ DE000JB2ELP0 /
| 7/29/2024 8:53:19 AM |
Chg.+0.010 |
Bid6:09:32 PM |
Ask6:09:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.200
Bid Size: 30,000 |
0.300
Ask Size: 30,000 |
SM Energy Company |
52.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
-0.56 |
| Time value: |
0.43 |
| Break-even: |
52.21 |
| Moneyness: |
0.88 |
| Premium: |
0.23 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.20 |
| Spread %: |
86.96% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
4.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
-60.66% |
| YTD |
|
|
-17.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
0.280 |
0.160 |
| 6M High / 6M Low: |
0.700 |
0.160 |
| High (YTD): |
4/11/2024 |
0.700 |
| Low (YTD): |
7/10/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.31% |
| Volatility 6M: |
|
187.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
