JP Morgan Call 46 SM 20.12.2024
/ DE000JB2ELL9
JP Morgan Call 46 SM 20.12.2024/ DE000JB2ELL9 /
2024-06-21 8:52:02 AM |
Chg.+0.030 |
Bid12:43:36 PM |
Ask12:43:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+5.08% |
0.630 Bid Size: 2,000 |
0.930 Ask Size: 2,000 |
SM Energy Company |
46.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JB2ELL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SM Energy Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.59 |
Historic volatility: |
0.31 |
Parity: |
0.21 |
Time value: |
0.66 |
Break-even: |
51.65 |
Moneyness: |
1.05 |
Premium: |
0.15 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.28 |
Spread %: |
47.62% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
3.33 |
Rho: |
0.10 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.90% |
1 Month |
|
|
-15.07% |
3 Months |
|
|
-18.42% |
YTD |
|
|
+40.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.490 |
1M High / 1M Low: |
0.770 |
0.490 |
6M High / 6M Low: |
1.020 |
0.260 |
High (YTD): |
2024-04-11 |
1.020 |
Low (YTD): |
2024-02-06 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.593 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.67% |
Volatility 6M: |
|
128.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |