JP Morgan Put 120 CVX 20.12.2024
/ DE000JK0TQE4
JP Morgan Put 120 CVX 20.12.2024/ DE000JK0TQE4 /
18/10/2024 09:39:36 |
Chg.-0.007 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
-20.59% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
120.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK0TQE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 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: |
-116.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.19 |
Parity: |
-2.88 |
Time value: |
0.12 |
Break-even: |
109.61 |
Moneyness: |
0.79 |
Premium: |
0.21 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.10 |
Spread %: |
381.48% |
Delta: |
-0.09 |
Theta: |
-0.03 |
Omega: |
-10.48 |
Rho: |
-0.02 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.027 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.71% |
1 Month |
|
|
-71.58% |
3 Months |
|
|
-35.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.034 |
1M High / 1M Low: |
0.095 |
0.034 |
6M High / 6M Low: |
0.220 |
0.034 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.07% |
Volatility 6M: |
|
288.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |