JP Morgan Call 170 CVX 20.09.2024
/ DE000JB6KZH5
JP Morgan Call 170 CVX 20.09.2024/ DE000JB6KZH5 /
2024-08-05 8:23:16 AM |
Chg.-0.035 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-57.38% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
170.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JB6KZH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
104.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-1.97 |
Time value: |
0.13 |
Break-even: |
157.11 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
2.11 |
Spread abs.: |
0.10 |
Spread %: |
293.94% |
Delta: |
0.16 |
Theta: |
-0.05 |
Omega: |
16.48 |
Rho: |
0.03 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-81.43% |
1 Month |
|
|
-82.67% |
3 Months |
|
|
-94.47% |
YTD |
|
|
-94.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.061 |
1M High / 1M Low: |
0.250 |
0.061 |
6M High / 6M Low: |
0.700 |
0.061 |
High (YTD): |
2024-04-29 |
0.700 |
Low (YTD): |
2024-08-02 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
764.20% |
Volatility 6M: |
|
358.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |