JP Morgan Call 56 SM 20.12.2024
/ DE000JB2ELR6
JP Morgan Call 56 SM 20.12.2024/ DE000JB2ELR6 /
| 8/8/2024 8:52:32 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
56.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JB2ELR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
8/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.32 |
| Parity: |
-1.48 |
| Time value: |
0.35 |
| Break-even: |
59.50 |
| Moneyness: |
0.74 |
| Premium: |
0.44 |
| Premium p.a.: |
2.45 |
| Spread abs.: |
0.31 |
| Spread %: |
677.78% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
4.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.045 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
-79.55% |
| YTD |
|
|
-79.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.067 |
0.045 |
| 6M High / 6M Low: |
0.540 |
0.045 |
| High (YTD): |
4/11/2024 |
0.540 |
| Low (YTD): |
8/8/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.79% |
| Volatility 6M: |
|
214.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
