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JP Morgan Call 165 CHV 20.06.2025/  DE000JB2P813  /

EUWAX
11/10/2024  10:54:06 Chg.+0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.550EUR +3.77% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 165.00 - 20/06/2025 Call
 

Master data

WKN: JB2P81
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 20/06/2025
Issue date: 25/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.67
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -2.65
Time value: 0.67
Break-even: 171.70
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.37
Spread abs.: 0.10
Spread %: 17.54%
Delta: 0.32
Theta: -0.03
Omega: 6.70
Rho: 0.26
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+77.42%
3 Months
  -39.56%
YTD
  -59.26%
1 Year
  -76.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.530
1M High / 1M Low: 0.660 0.310
6M High / 6M Low: 1.810 0.300
High (YTD): 29/04/2024 1.810
Low (YTD): 11/09/2024 0.300
52W High: 19/10/2023 2.800
52W Low: 11/09/2024 0.300
Avg. price 1W:   0.565
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.931
Avg. volume 6M:   0.000
Avg. price 1Y:   1.156
Avg. volume 1Y:   0.000
Volatility 1M:   214.09%
Volatility 6M:   155.66%
Volatility 1Y:   131.62%
Volatility 3Y:   -