OverviewChartNewsTraderScreen

JP Morgan Put 140 CVX 20.09.2024/  DE000JB6KZD4  /

EUWAX
18/07/2024  08:29:07 Chg.-0.042 Bid09:55:54 Ask09:55:54 Underlying Strike price Expiration date Option type
0.053EUR -44.21% 0.051
Bid Size: 2,000		 0.150
Ask Size: 2,000		 Chevron Corporation 140.00 USD 20/09/2024 Put
 

Master data

WKN: JB6KZD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 31/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -100.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -1.94
Time value: 0.15
Break-even: 126.50
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.13
Spread abs.: 0.09
Spread %: 158.06%
Delta: -0.13
Theta: -0.03
Omega: -13.28
Rho: -0.04
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.095
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.83%
1 Month
  -72.11%
3 Months
  -83.44%
YTD
  -92.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.086
1M High / 1M Low: 0.190 0.086
6M High / 6M Low: 1.010 0.086
High (YTD): 18/01/2024 1.010
Low (YTD): 16/07/2024 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.84%
Volatility 6M:   212.55%
Volatility 1Y:   -
Volatility 3Y:   -