JP Morgan Call 150 CVX 20.06.2025
/ DE000JB5C0K5
JP Morgan Call 150 CVX 20.06.2025/ DE000JB5C0K5 /
| 18/10/2024 09:30:56 |
Chg.+0.13 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+13.27% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB5C0K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.11 |
| Time value: |
1.01 |
| Break-even: |
149.69 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
8.04% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.54 |
| Rho: |
0.49 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
0.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.72% |
| 3 Months |
|
|
-42.49% |
| YTD |
|
|
-41.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.93 |
| 1M High / 1M Low: |
1.22 |
0.73 |
| 6M High / 6M Low: |
2.61 |
0.65 |
| High (YTD): |
30/04/2024 |
2.61 |
| Low (YTD): |
11/09/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.79% |
| Volatility 6M: |
|
131.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
