JP Morgan Put 125 CVX 20.06.2025
/ DE000JB4V338
JP Morgan Put 125 CVX 20.06.2025/ DE000JB4V338 /
9/10/2024 10:10:33 AM |
Chg.-0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-7.02% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
125.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
JB4V33 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
10/5/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-1.39 |
Time value: |
0.64 |
Break-even: |
106.87 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.10 |
Spread %: |
18.52% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-5.12 |
Rho: |
-0.30 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+51.43% |
1 Month |
|
|
-3.64% |
3 Months |
|
|
+55.88% |
YTD |
|
|
-42.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.350 |
1M High / 1M Low: |
0.570 |
0.340 |
6M High / 6M Low: |
0.690 |
0.220 |
High (YTD): |
1/18/2024 |
1.110 |
Low (YTD): |
7/18/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.413 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.35% |
Volatility 6M: |
|
147.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |