JP Morgan Call 155 CVX 16.01.2026
/ DE000JT0Q088
JP Morgan Call 155 CVX 16.01.2026/ DE000JT0Q088 /
| 01/08/2024 09:42:47 |
Chg.-0.07 |
Bid15:52:45 |
Ask15:52:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-3.20% |
1.92
Bid Size: 50,000 |
1.99
Ask Size: 50,000 |
Chevron Corporation |
155.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT0Q08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
31/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
1.72 |
| Break-even: |
165.47 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.28 |
| Spread %: |
14.22% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
1.14 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.44% |
| 1 Month |
|
|
+3.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.79 |
| 1M High / 1M Low: |
2.25 |
1.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
