JP Morgan Put 120 CVX 20.12.2024
/ DE000JK0TQE4
JP Morgan Put 120 CVX 20.12.2024/ DE000JK0TQE4 /
7/31/2024 2:14:51 PM |
Chg.- |
Bid9:17:16 AM |
Ask9:17:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
- |
0.047 Bid Size: 2,000 |
0.200 Ask Size: 2,000 |
Chevron Corporation |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/17/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
-3.66 |
Time value: |
0.20 |
Break-even: |
108.95 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.15 |
Spread %: |
308.16% |
Delta: |
-0.10 |
Theta: |
-0.02 |
Omega: |
-7.32 |
Rho: |
-0.06 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.45% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
-53.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.042 |
1M High / 1M Low: |
0.081 |
0.042 |
6M High / 6M Low: |
0.380 |
0.042 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.059 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.57% |
Volatility 6M: |
|
178.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |