JP Morgan Call 145 CVX 20.12.2024
/ DE000JK0YC52
JP Morgan Call 145 CVX 20.12.2024/ DE000JK0YC52 /
2024-09-10 9:42:27 AM |
Chg.- |
Bid11:16:37 AM |
Ask11:16:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
- |
0.430 Bid Size: 3,000 |
0.480 Ask Size: 3,000 |
Chevron Corporation |
145.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK0YC5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-0.61 |
Time value: |
0.42 |
Break-even: |
135.75 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.05 |
Spread %: |
12.20% |
Delta: |
0.40 |
Theta: |
-0.03 |
Omega: |
12.10 |
Rho: |
0.13 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
-37.04% |
3 Months |
|
|
-69.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.450 |
1M High / 1M Low: |
0.900 |
0.450 |
6M High / 6M Low: |
2.430 |
0.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.578 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.21% |
Volatility 6M: |
|
135.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |