JP Morgan Call 170 CVX 20.12.2024
/ DE000JK0YCB0
JP Morgan Call 170 CVX 20.12.2024/ DE000JK0YCB0 /
| 11/10/2024 12:37:00 |
Chg.-0.008 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK0YCB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
86.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.70 |
| Time value: |
0.16 |
| Break-even: |
157.06 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.06 |
| Spread %: |
66.67% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
16.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.090 |
| High: |
0.092 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
+104.44% |
| 3 Months |
|
|
-72.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.079 |
| 1M High / 1M Low: |
0.150 |
0.032 |
| 6M High / 6M Low: |
0.990 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.19% |
| Volatility 6M: |
|
284.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
