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JP Morgan Call 62 SM 17.01.2025/  DE000JL763K9  /

EUWAX
2024-07-24  10:51:03 AM Chg.- Bid10:13:29 AM Ask10:13:29 AM Underlying Strike price Expiration date Option type
0.073EUR - 0.068
Bid Size: 2,000		 0.370
Ask Size: 2,000		 SM Energy Company 62.00 USD 2025-01-17 Call
 

Master data

WKN: JL763K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-20
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.30
Parity: -1.61
Time value: 0.34
Break-even: 60.62
Moneyness: 0.72
Premium: 0.48
Premium p.a.: 1.24
Spread abs.: 0.27
Spread %: 413.89%
Delta: 0.34
Theta: -0.02
Omega: 4.03
Rho: 0.05
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.095
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.64%
1 Month
  -57.06%
3 Months
  -73.93%
YTD
  -59.44%
1 Year
  -73.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.073
1M High / 1M Low: 0.170 0.059
6M High / 6M Low: 0.400 0.059
High (YTD): 2024-04-08 0.400
Low (YTD): 2024-07-01 0.059
52W High: 2023-09-04 0.470
52W Low: 2024-07-01 0.059
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.228
Avg. volume 1Y:   0.000
Volatility 1M:   327.21%
Volatility 6M:   215.12%
Volatility 1Y:   179.84%
Volatility 3Y:   -