JP Morgan Call 145 CVX 20.06.2025
/ DE000JB5C0M1
JP Morgan Call 145 CVX 20.06.2025/ DE000JB5C0M1 /
| 9/18/2024 9:27:56 AM |
Chg.+0.040 |
Bid10:02:11 AM |
Ask10:02:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+4.17% |
1.010
Bid Size: 3,000 |
1.100
Ask Size: 3,000 |
Chevron Corporation |
145.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB5C0M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.14 |
| Time value: |
1.10 |
| Break-even: |
141.37 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
8.91% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
6.67 |
| Rho: |
0.47 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-44.13% |
| YTD |
|
|
-52.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
1.300 |
0.820 |
| 6M High / 6M Low: |
2.900 |
0.820 |
| High (YTD): |
4/30/2024 |
2.900 |
| Low (YTD): |
9/11/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.03% |
| Volatility 6M: |
|
105.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
