JP Morgan Put 130 CHV 20.09.2024
/ DE000JB6HND6
JP Morgan Put 130 CHV 20.09.2024/ DE000JB6HND6 /
| 02/07/2024 08:28:35 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
130.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
JB6HND |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.47 |
| Time value: |
0.14 |
| Break-even: |
128.60 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.10 |
| Spread %: |
225.58% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-15.64 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.78% |
| 3 Months |
|
|
-75.29% |
| YTD |
|
|
-91.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.082 |
0.032 |
| 6M High / 6M Low: |
0.640 |
0.032 |
| High (YTD): |
19/01/2024 |
0.640 |
| Low (YTD): |
25/06/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.75% |
| Volatility 6M: |
|
210.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
