JP Morgan Call 160 CVX 20.06.2025
/ DE000JB4SKT0
JP Morgan Call 160 CVX 20.06.2025/ DE000JB4SKT0 /
| 7/17/2024 10:45:59 AM |
Chg.-0.05 |
Bid12:21:26 PM |
Ask12:21:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-4.24% |
1.14
Bid Size: 3,000 |
1.29
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB4SKT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.20 |
| Time value: |
1.32 |
| Break-even: |
159.96 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
12.82% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.33 |
| Rho: |
0.65 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.14% |
| 1 Month |
|
|
+10.78% |
| 3 Months |
|
|
-28.03% |
| YTD |
|
|
-26.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.99 |
| 1M High / 1M Low: |
1.36 |
0.99 |
| 6M High / 6M Low: |
2.04 |
0.99 |
| High (YTD): |
4/29/2024 |
2.04 |
| Low (YTD): |
7/10/2024 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
7.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.95% |
| Volatility 6M: |
|
94.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
