JP Morgan Call 165 CVX 20.12.2024
/ DE000JK0YCA2
JP Morgan Call 165 CVX 20.12.2024/ DE000JK0YCA2 /
| 11/15/2024 9:26:32 AM |
Chg.+0.050 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+38.46% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
165.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK0YCA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.34 |
| Time value: |
0.24 |
| Break-even: |
159.10 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.05 |
| Spread %: |
25.00% |
| Delta: |
0.39 |
| Theta: |
-0.06 |
| Omega: |
24.87 |
| Rho: |
0.05 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.078 |
| 1M High / 1M Low: |
0.190 |
0.077 |
| 6M High / 6M Low: |
0.960 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.40% |
| Volatility 6M: |
|
310.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
