JP Morgan Put 125 CVX 16.01.2026
/ DE000JK6RQU1
JP Morgan Put 125 CVX 16.01.2026/ DE000JK6RQU1 /
| 2024-07-10 8:58:36 AM |
Chg.+0.040 |
Bid10:23:29 AM |
Ask10:23:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+5.56% |
0.750
Bid Size: 3,000 |
0.950
Ask Size: 3,000 |
Chevron Corporation |
125.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JK6RQU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-2.59 |
| Time value: |
0.88 |
| Break-even: |
106.80 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
26.67% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-3.34 |
| Rho: |
-0.58 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.660 |
| 1M High / 1M Low: |
0.800 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
