JP Morgan Put 135 CVX 21.03.2025
/ DE000JK5FBZ9
JP Morgan Put 135 CVX 21.03.2025/ DE000JK5FBZ9 /
10/09/2024 08:58:33 |
Chg.-0.030 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
135.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
JK5FBZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 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: |
-17.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-0.48 |
Time value: |
0.74 |
Break-even: |
114.93 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.07 |
Spread %: |
10.45% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-6.09 |
Rho: |
-0.28 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+70.00% |
1 Month |
|
|
+3.03% |
3 Months |
|
|
+78.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.400 |
1M High / 1M Low: |
0.710 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |