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: |
|
- |