JP Morgan Put 50 SM 15.11.2024
/ DE000JK598L8
JP Morgan Put 50 SM 15.11.2024/ DE000JK598L8 /
| 2024-06-21 9:36:48 AM |
Chg.-0.040 |
Bid12:52:43 PM |
Ask12:52:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.500
Bid Size: 2,000 |
0.700
Ask Size: 2,000 |
SM Energy Company |
50.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK598L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SM Energy Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
0.16 |
| Time value: |
0.53 |
| Break-even: |
39.80 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.20 |
| Spread %: |
40.82% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-2.96 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.520 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
