JP Morgan Call 58 SM 20.12.2024
/ DE000JB2ELS4
JP Morgan Call 58 SM 20.12.2024/ DE000JB2ELS4 /
| 8/28/2024 8:58:43 AM |
Chg.-0.017 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-19.32% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
58.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
-0.99 |
| Time value: |
0.27 |
| Break-even: |
54.59 |
| Moneyness: |
0.81 |
| Premium: |
0.30 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.20 |
| Spread %: |
269.86% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
5.26 |
| Rho: |
0.04 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.00% |
| 1 Month |
|
|
-35.45% |
| 3 Months |
|
|
-67.73% |
| YTD |
|
|
-62.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.050 |
| 1M High / 1M Low: |
0.130 |
0.035 |
| 6M High / 6M Low: |
0.470 |
0.035 |
| High (YTD): |
4/11/2024 |
0.470 |
| Low (YTD): |
8/8/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
508.90% |
| Volatility 6M: |
|
273.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
