JP Morgan Put 46 SM 16.08.2024
/ DE000JK334U9
JP Morgan Put 46 SM 16.08.2024/ DE000JK334U9 /
| 2024-07-25 10:15:41 AM |
Chg.+0.030 |
Bid11:04:19 AM |
Ask11:04:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+13.04% |
0.280
Bid Size: 3,000 |
0.380
Ask Size: 3,000 |
SM Energy Company |
46.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK334U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.21 |
| Break-even: |
38.94 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.10 |
| Spread %: |
40.00% |
| Delta: |
-0.54 |
| Theta: |
-0.06 |
| Omega: |
-6.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
+136.36% |
| 3 Months |
|
|
+23.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.380 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
564.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
