JP Morgan Call 48 SM 15.11.2024
/ DE000JK5YKY4
JP Morgan Call 48 SM 15.11.2024/ DE000JK5YKY4 /
| 2024-06-21 8:53:08 AM |
Chg.+0.030 |
Bid9:21:15 AM |
Ask9:21:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.470
Bid Size: 2,000 |
0.670
Ask Size: 2,000 |
SM Energy Company |
48.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK5YKY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
0.02 |
| Time value: |
0.61 |
| Break-even: |
51.19 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.19 |
| Spread %: |
41.67% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
4.18 |
| Rho: |
0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
-24.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.610 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
