JP Morgan Put 130 CVX 20.12.2024
/ DE000JK0TQF1
JP Morgan Put 130 CVX 20.12.2024/ DE000JK0TQF1 /
8/1/2024 9:28:20 AM |
Chg.+0.014 |
Bid10:16:01 AM |
Ask10:16:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+14.58% |
0.110 Bid Size: 2,000 |
0.260 Ask Size: 2,000 |
Chevron Corporation |
130.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK0TQF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 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: |
-61.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-2.82 |
Time value: |
0.24 |
Break-even: |
117.70 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.14 |
Spread %: |
136.36% |
Delta: |
-0.13 |
Theta: |
-0.02 |
Omega: |
-8.10 |
Rho: |
-0.08 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.096 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-31.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.096 |
1M High / 1M Low: |
0.180 |
0.089 |
6M High / 6M Low: |
0.600 |
0.089 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.127 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.252 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.38% |
Volatility 6M: |
|
174.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |