JP Morgan Put 52 SM 20.12.2024
/ DE000JK65N46
JP Morgan Put 52 SM 20.12.2024/ DE000JK65N46 /
2024-09-20 9:50:44 AM |
Chg.+0.020 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+2.08% |
- Bid Size: - |
- Ask Size: - |
SM Energy Company |
52.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
0.94 |
Time value: |
0.07 |
Break-even: |
36.55 |
Moneyness: |
1.25 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.13 |
Spread %: |
15.46% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-2.88 |
Rho: |
-0.10 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.01% |
1 Month |
|
|
+25.64% |
3 Months |
|
|
+53.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
0.960 |
1M High / 1M Low: |
1.210 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.912 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |