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JP Morgan Put 34 SM 17.01.2025/  DE000JL821U4  /

EUWAX
2024-07-25  10:04:16 AM Chg.+0.009 Bid10:27:59 AM Ask10:27:59 AM Underlying Strike price Expiration date Option type
0.099EUR +10.00% 0.100
Bid Size: 2,000		 0.400
Ask Size: 2,000		 SM Energy Company 34.00 USD 2025-01-17 Put
 

Master data

WKN: JL821U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Put
Strike price: 34.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.26
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.30
Parity: -0.97
Time value: 0.40
Break-even: 27.37
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.82
Spread abs.: 0.30
Spread %: 316.67%
Delta: -0.22
Theta: -0.02
Omega: -2.22
Rho: -0.06
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month  
+57.14%
3 Months
  -1.00%
YTD
  -75.25%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.073
1M High / 1M Low: 0.130 0.063
6M High / 6M Low: 0.460 0.063
High (YTD): 2024-01-17 0.500
Low (YTD): 2024-06-25 0.063
52W High: 2023-07-27 0.690
52W Low: 2024-06-25 0.063
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.329
Avg. volume 1Y:   0.000
Volatility 1M:   314.82%
Volatility 6M:   180.48%
Volatility 1Y:   135.73%
Volatility 3Y:   -