JP Morgan Put 130 CVX 21.03.2025
/ DE000JK5FBX4
JP Morgan Put 130 CVX 21.03.2025/ DE000JK5FBX4 /
| 05/08/2024 08:43:31 |
Chg.+0.140 |
Bid15:14:39 |
Ask15:14:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+40.00% |
0.510
Bid Size: 3,000 |
0.600
Ask Size: 3,000 |
Chevron Corporation |
130.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JK5FBX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-1.70 |
| Time value: |
0.51 |
| Break-even: |
114.01 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
21.74% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-6.04 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.04% |
| 1 Month |
|
|
+96.00% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.350 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
