JP Morgan Put 125 CVX 15.08.2025
/ DE000JT71RY1
JP Morgan Put 125 CVX 15.08.2025/ DE000JT71RY1 /
| 9/26/2024 8:49:27 AM |
Chg.- |
Bid11:01:25 AM |
Ask11:01:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.610
Bid Size: 3,000 |
0.710
Ask Size: 3,000 |
Chevron Corporation |
125.00 USD |
8/15/2025 |
Put |
Master data
| WKN: |
JT71RY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
8/15/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
8/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-1.52 |
| Time value: |
0.64 |
| Break-even: |
105.40 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
16.13% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-4.89 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.36% |
| 1 Month |
|
|
+22.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.770 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
