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JP Morgan Put 135 CHV 17.01.2025/  DE000JL0VKA0  /

EUWAX
8/2/2024  9:39:41 AM Chg.+0.140 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.330EUR +73.68% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 135.00 - 1/17/2025 Put
 

Master data

WKN: JL0VKA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.91
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.65
Time value: 0.43
Break-even: 130.70
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 30.30%
Delta: -0.30
Theta: -0.02
Omega: -10.01
Rho: -0.22
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.48%
1 Month  
+32.00%
3 Months     0.00%
YTD
  -65.26%
1 Year
  -67.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.290 0.160
6M High / 6M Low: 0.930 0.160
High (YTD): 1/18/2024 1.190
Low (YTD): 7/18/2024 0.160
52W High: 10/27/2023 1.380
52W Low: 7/18/2024 0.160
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.695
Avg. volume 1Y:   0.000
Volatility 1M:   231.03%
Volatility 6M:   153.17%
Volatility 1Y:   124.47%
Volatility 3Y:   -