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JP Morgan Put 42 SM 17.01.2025/  DE000JB0UH01  /

EUWAX
11/6/2024  9:22:58 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.330EUR -2.94% -
Bid Size: -		 -
Ask Size: -		 SM Energy Company 42.00 USD 1/17/2025 Put
 

Master data

WKN: JB0UH0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SM Energy Company
Type: Warrant
Option type: Put
Strike price: 42.00 USD
Maturity: 1/17/2025
Issue date: 8/23/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.79
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.08
Implied volatility: 0.53
Historic volatility: 0.33
Parity: 0.08
Time value: 0.30
Break-even: 34.57
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.48
Spread abs.: 0.09
Spread %: 31.25%
Delta: -0.48
Theta: -0.02
Omega: -4.69
Rho: -0.04
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month  
+37.50%
3 Months
  -38.89%
YTD
  -56.00%
1 Year
  -62.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.340 0.240
6M High / 6M Low: 0.590 0.190
High (YTD): 1/17/2024 0.920
Low (YTD): 8/30/2024 0.190
52W High: 12/12/2023 0.990
52W Low: 8/30/2024 0.190
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   127.95%
Volatility 6M:   218.52%
Volatility 1Y:   169.35%
Volatility 3Y:   -