JP Morgan Call 56 SM 15.11.2024
/ DE000JK5YL15
JP Morgan Call 56 SM 15.11.2024/ DE000JK5YL15 /
| 2024-09-23 9:01:17 AM |
Chg.-0.001 |
Bid9:36:07 AM |
Ask9:36:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-5.88% |
0.017
Bid Size: 1,000 |
0.170
Ask Size: 1,000 |
SM Energy Company |
56.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK5YL1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 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: |
24.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.32 |
| Parity: |
-1.30 |
| Time value: |
0.15 |
| Break-even: |
51.69 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
7.87 |
| Spread abs.: |
0.14 |
| Spread %: |
900.00% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
5.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.017 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-62.79% |
| 3 Months |
|
|
-92.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.014 |
| 1M High / 1M Low: |
0.072 |
0.014 |
| 6M High / 6M Low: |
0.480 |
0.014 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.67% |
| Volatility 6M: |
|
320.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
