JP Morgan Call 58 SM 20.12.2024
/ DE000JB2ELS4
JP Morgan Call 58 SM 20.12.2024/ DE000JB2ELS4 /
| 2024-07-24 8:53:23 AM |
Chg.-0.024 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
58.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB2ELS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.30 |
| Parity: |
-1.20 |
| Time value: |
0.40 |
| Break-even: |
57.46 |
| Moneyness: |
0.78 |
| Premium: |
0.39 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.30 |
| Spread %: |
316.67% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
3.97 |
| Rho: |
0.05 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.43% |
| 1 Month |
|
|
-58.26% |
| 3 Months |
|
|
-72.57% |
| YTD |
|
|
-49.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.096 |
| 1M High / 1M Low: |
0.230 |
0.074 |
| 6M High / 6M Low: |
0.470 |
0.074 |
| High (YTD): |
2024-04-11 |
0.470 |
| Low (YTD): |
2024-07-10 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.88% |
| Volatility 6M: |
|
206.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
