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JP Morgan Call 54 SM 17.01.2025/  DE000JL6AYM7  /

EUWAX
2024-07-24  11:27:46 AM Chg.- Bid8:10:28 AM Ask8:10:28 AM Underlying Strike price Expiration date Option type
0.190EUR - 0.170
Bid Size: 2,000		 0.470
Ask Size: 2,000		 SM Energy Company 54.00 - 2025-01-17 Call
 

Master data

WKN: JL6AYM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2025-01-17
Issue date: 2023-06-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.55
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.30
Parity: -1.29
Time value: 0.48
Break-even: 58.80
Moneyness: 0.76
Premium: 0.43
Premium p.a.: 1.11
Spread abs.: 0.30
Spread %: 166.67%
Delta: 0.41
Theta: -0.02
Omega: 3.50
Rho: 0.06
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -50.00%
3 Months
  -63.46%
YTD
  -34.48%
1 Year
  -51.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: 0.680 0.150
High (YTD): 2024-04-08 0.680
Low (YTD): 2024-07-11 0.150
52W High: 2024-04-08 0.680
52W Low: 2024-07-11 0.150
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.376
Avg. volume 1Y:   0.000
Volatility 1M:   257.61%
Volatility 6M:   177.82%
Volatility 1Y:   152.01%
Volatility 3Y:   -