JP Morgan Put 48 SM 20.12.2024
/ DE000JK50QT6
JP Morgan Put 48 SM 20.12.2024/ DE000JK50QT6 /
| 2024-07-02 9:53:06 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
48.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JK50QT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
0.60 |
| Time value: |
0.30 |
| Break-even: |
39.00 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.30 |
| Spread %: |
50.00% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-2.65 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.24% |
| 1 Month |
|
|
+29.79% |
| 3 Months |
|
|
+52.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.420 |
| 1M High / 1M Low: |
0.630 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
