JP Morgan Put 52 SM 20.12.2024
/ DE000JK65N46
JP Morgan Put 52 SM 20.12.2024/ DE000JK65N46 /
9/3/2024 9:52:41 AM |
Chg.0.000 |
Bid7:56:30 AM |
Ask7:56:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
0.00% |
0.890 Bid Size: 3,000 |
1.090 Ask Size: 3,000 |
SM Energy Company |
52.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
0.58 |
Time value: |
0.21 |
Break-even: |
39.12 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.18 |
Spread %: |
29.85% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-3.24 |
Rho: |
-0.10 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-19.05% |
3 Months |
|
|
-1.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.590 |
1M High / 1M Low: |
1.260 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |