JP Morgan Call 66 SM 17.01.2025
/ DE000JL9EWS4
JP Morgan Call 66 SM 17.01.2025/ DE000JL9EWS4 /
| 12/07/2024 08:32:09 |
Chg.+0.013 |
Bid08:46:18 |
Ask08:46:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+31.71% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
66.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.31 |
| Parity: |
-1.92 |
| Time value: |
0.56 |
| Break-even: |
66.30 |
| Moneyness: |
0.68 |
| Premium: |
0.60 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.51 |
| Spread %: |
918.18% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
3.01 |
| Rho: |
0.06 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-50.91% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-58.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.037 |
| 1M High / 1M Low: |
0.120 |
0.037 |
| 6M High / 6M Low: |
0.300 |
0.037 |
| High (YTD): |
11/04/2024 |
0.300 |
| Low (YTD): |
10/07/2024 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.50% |
| Volatility 6M: |
|
217.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
