JP Morgan Put 135 CVX 20.12.2024
/ DE000JK0YC45
JP Morgan Put 135 CVX 20.12.2024/ DE000JK0YC45 /
| 8/2/2024 9:17:55 AM |
Chg.+0.110 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+68.75% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
135.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK0YC4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-28.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-1.24 |
| Time value: |
0.48 |
| Break-even: |
118.93 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.08 |
| Spread %: |
20.00% |
| Delta: |
-0.26 |
| Theta: |
-0.03 |
| Omega: |
-7.38 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+42.11% |
| 3 Months |
|
|
-3.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.140 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
0.670 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.39% |
| Volatility 6M: |
|
196.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
