JP Morgan Put 120 CVX 20.06.2025
/ DE000JB4SKS2
JP Morgan Put 120 CVX 20.06.2025/ DE000JB4SKS2 /
2024-09-06 10:46:27 AM |
Chg.+0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+11.43% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
120.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
JB4SKS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-10-06 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-1.88 |
Time value: |
0.44 |
Break-even: |
103.59 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.09 |
Spread %: |
25.64% |
Delta: |
-0.20 |
Theta: |
-0.01 |
Omega: |
-5.80 |
Rho: |
-0.24 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.44% |
1 Month |
|
|
-20.41% |
3 Months |
|
|
+39.29% |
YTD |
|
|
-50.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.270 |
1M High / 1M Low: |
0.490 |
0.250 |
6M High / 6M Low: |
0.610 |
0.170 |
High (YTD): |
2024-01-18 |
0.940 |
Low (YTD): |
2024-07-18 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.84% |
Volatility 6M: |
|
153.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |