JP Morgan Put 42 SM 17.01.2025
/ DE000JB0UH01
JP Morgan Put 42 SM 17.01.2025/ DE000JB0UH01 /
| 2024-07-25 9:23:54 AM |
Chg.+0.030 |
Bid12:20:43 PM |
Ask12:20:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
0.320
Bid Size: 3,000 |
0.520
Ask Size: 3,000 |
SM Energy Company |
42.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.30 |
| Parity: |
-0.23 |
| Time value: |
0.60 |
| Break-even: |
32.75 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.30 |
| Spread %: |
100.00% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-2.37 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
+63.16% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
-58.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.350 |
0.190 |
| 6M High / 6M Low: |
0.880 |
0.190 |
| High (YTD): |
2024-01-17 |
0.920 |
| Low (YTD): |
2024-06-25 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.07% |
| Volatility 6M: |
|
163.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
