JP Morgan Call 170 CVX 20.09.2024
/ DE000JB6KZH5
JP Morgan Call 170 CVX 20.09.2024/ DE000JB6KZH5 /
| 10/07/2024 08:29:54 |
Chg.-0.025 |
Bid20:32:56 |
Ask20:32:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-1.57 |
| Time value: |
0.16 |
| Break-even: |
158.77 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.09 |
| Spread %: |
117.95% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
17.58 |
| Rho: |
0.05 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.43% |
| 1 Month |
|
|
-65.91% |
| 3 Months |
|
|
-87.07% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.094 |
| 1M High / 1M Low: |
0.250 |
0.094 |
| 6M High / 6M Low: |
0.700 |
0.094 |
| High (YTD): |
29/04/2024 |
0.700 |
| Low (YTD): |
08/07/2024 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.16% |
| Volatility 6M: |
|
222.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
