JP Morgan Call 66 SM 17.01.2025/  DE000JL9EWS4  /

EUWAX
2024-07-25  8:30:03 AM Chg.-0.004 Bid9:15:25 AM Ask9:15:25 AM Underlying Strike price Expiration date Option type
0.043EUR -8.51% 0.042
Bid Size: 2,000
0.540
Ask Size: 2,000
SM Energy Company 66.00 USD 2025-01-17 Call
 

Master data

WKN: JL9EWS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.30
Parity: -1.98
Time value: 0.55
Break-even: 66.40
Moneyness: 0.67
Premium: 0.62
Premium p.a.: 1.71
Spread abs.: 0.50
Spread %: 1,095.65%
Delta: 0.40
Theta: -0.03
Omega: 2.99
Rho: 0.05
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.10%
1 Month
  -64.17%
3 Months
  -79.52%
YTD
  -66.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.047
1M High / 1M Low: 0.120 0.037
6M High / 6M Low: 0.300 0.037
High (YTD): 2024-04-11 0.300
Low (YTD): 2024-07-10 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.63%
Volatility 6M:   224.81%
Volatility 1Y:   -
Volatility 3Y:   -