JP Morgan Put 52 SM 20.12.2024
/ DE000JK65N46
JP Morgan Put 52 SM 20.12.2024/ DE000JK65N46 /
| 08/11/2024 09:58:56 |
Chg.+0.080 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+10.39% |
-
Bid Size: - |
-
Ask Size: - |
SM Energy Company |
52.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK65N4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.34 |
| Parity: |
0.81 |
| Time value: |
0.10 |
| Break-even: |
39.47 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.14 |
| Spread %: |
18.29% |
| Delta: |
-0.76 |
| Theta: |
-0.03 |
| Omega: |
-3.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-4.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.770 |
| 1M High / 1M Low: |
1.040 |
0.740 |
| 6M High / 6M Low: |
1.260 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.813 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.18% |
| Volatility 6M: |
|
164.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
