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JP Morgan Put 140 CHV 17.01.2025/  DE000JL0VKB8  /

EUWAX
6/28/2024  9:53:12 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 140.00 - 1/17/2025 Put
 

Master data

WKN: JL0VKB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.18
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.60
Time value: 0.44
Break-even: 135.60
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 25.71%
Delta: -0.31
Theta: -0.01
Omega: -10.15
Rho: -0.27
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month     0.00%
3 Months
  -38.89%
YTD
  -70.54%
1 Year
  -74.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.440 0.280
6M High / 6M Low: 1.390 0.270
High (YTD): 1/18/2024 1.390
Low (YTD): 5/20/2024 0.270
52W High: 10/27/2023 1.580
52W Low: 5/20/2024 0.270
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.364
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   176.57%
Volatility 6M:   126.67%
Volatility 1Y:   109.40%
Volatility 3Y:   -