JP Morgan Call 160 CVX 16.01.2026
/ DE000JK7QS73
JP Morgan Call 160 CVX 16.01.2026/ DE000JK7QS73 /
| 09/09/2024 09:12:42 |
Chg.-0.060 |
Bid09:21:33 |
Ask09:21:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-6.59% |
0.860
Bid Size: 3,000 |
1.010
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK7QS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-1.93 |
| Time value: |
0.98 |
| Break-even: |
154.14 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
18.07% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
5.46 |
| Rho: |
0.59 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-25.44% |
| 3 Months |
|
|
-53.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.910 |
| 1M High / 1M Low: |
1.210 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
