JP Morgan Call 145 CVX 20.12.2024
/ DE000JK0YC52
JP Morgan Call 145 CVX 20.12.2024/ DE000JK0YC52 /
11/10/2024 12:37:00 |
Chg.-0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-1.10% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
145.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
17/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
0.59 |
Time value: |
0.40 |
Break-even: |
142.50 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.05 |
Spread %: |
5.32% |
Delta: |
0.69 |
Theta: |
-0.05 |
Omega: |
9.68 |
Rho: |
0.16 |
Quote data
Open: |
0.880 |
High: |
0.900 |
Low: |
0.880 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.89% |
1 Month |
|
|
+91.49% |
3 Months |
|
|
-37.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.750 |
1M High / 1M Low: |
1.010 |
0.470 |
6M High / 6M Low: |
2.430 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.731 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.19% |
Volatility 6M: |
|
162.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |