JP Morgan Put 36 SM 20.12.2024
/ DE000JB2CAM4
JP Morgan Put 36 SM 20.12.2024/ DE000JB2CAM4 /
| 29/07/2024 08:52:58 |
Chg.-0.005 |
Bid16:04:23 |
Ask16:04:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-5.62% |
0.085
Bid Size: 25,000 |
0.240
Ask Size: 25,000 |
SM Energy Company |
36.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JB2CAM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.30 |
| Parity: |
-0.91 |
| Time value: |
0.39 |
| Break-even: |
29.27 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.30 |
| Spread %: |
348.28% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-2.45 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.089 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-44.00% |
| 3 Months |
|
|
-23.64% |
| YTD |
|
|
-81.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.078 |
| 1M High / 1M Low: |
0.140 |
0.077 |
| 6M High / 6M Low: |
0.510 |
0.070 |
| High (YTD): |
19/01/2024 |
0.550 |
| Low (YTD): |
26/06/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.20% |
| Volatility 6M: |
|
204.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
