JP Morgan Put 140 CHV 20.06.2025
/ DE000JB1W1T4
JP Morgan Put 140 CHV 20.06.2025/ DE000JB1W1T4 /
| 7/8/2024 10:43:41 AM |
Chg.- |
Bid11:50:23 AM |
Ask11:50:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
0.670
Bid Size: 3,000 |
0.770
Ask Size: 3,000 |
CHEVRON CORP. D... |
140.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
JB1W1T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.25 |
| Time value: |
0.77 |
| Break-even: |
132.30 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
14.93% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-6.64 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
-17.50% |
| YTD |
|
|
-53.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.580 |
| 1M High / 1M Low: |
0.750 |
0.560 |
| 6M High / 6M Low: |
1.660 |
0.560 |
| High (YTD): |
1/17/2024 |
1.660 |
| Low (YTD): |
6/25/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.38% |
| Volatility 6M: |
|
87.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
