JP Morgan Call 165 CVX 16.08.2024
/ DE000JK93FQ5
JP Morgan Call 165 CVX 16.08.2024/ DE000JK93FQ5 /
| 10/07/2024 08:43:30 |
Chg.-0.027 |
Bid17:32:15 |
Ask17:32:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-27.55% |
0.092
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
Chevron Corporation |
165.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK93FQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.11 |
| Time value: |
0.15 |
| Break-even: |
154.06 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.08 |
| Spread %: |
110.53% |
| Delta: |
0.22 |
| Theta: |
-0.05 |
| Omega: |
20.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.63% |
| 1 Month |
|
|
-72.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.087 |
| 1M High / 1M Low: |
0.260 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
