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JP Morgan Put 40 SM 20.12.2024/  DE000JB2CAN2  /

EUWAX
04/10/2024  09:00:04 Chg.-0.050 Bid17:32:39 Ask17:32:39 Underlying Strike price Expiration date Option type
0.170EUR -22.73% 0.140
Bid Size: 30,000		 0.210
Ask Size: 30,000		 SM Energy Company 40.00 USD 20/12/2024 Put
 

Master data

WKN: JB2CAN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Put
Strike price: 40.00 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: -16.33
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.33
Parity: -0.37
Time value: 0.24
Break-even: 33.80
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.97
Spread abs.: 0.09
Spread %: 58.82%
Delta: -0.30
Theta: -0.02
Omega: -4.93
Rho: -0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.48%
1 Month
  -22.73%
3 Months
  -15.00%
YTD
  -72.58%
1 Year
  -81.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.350 0.190
6M High / 6M Low: 0.450 0.120
High (YTD): 19/01/2024 0.760
Low (YTD): 30/08/2024 0.120
52W High: 04/10/2023 0.920
52W Low: 30/08/2024 0.120
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   0.000
Volatility 1M:   232.72%
Volatility 6M:   263.69%
Volatility 1Y:   195.18%
Volatility 3Y:   -