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JP Morgan Put 145 CHV 17.01.2025/  DE000JL0VKC6  /

EUWAX
10/07/2024  10:00:11 Chg.+0.030 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.540EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 145.00 - 17/01/2025 Put
 

Master data

WKN: JL0VKC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.45
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.35
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.35
Time value: 0.28
Break-even: 138.70
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 14.55%
Delta: -0.50
Theta: -0.01
Omega: -11.25
Rho: -0.40
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+14.89%
3 Months  
+1.89%
YTD
  -58.78%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.410
1M High / 1M Low: 0.590 0.390
6M High / 6M Low: 1.620 0.360
High (YTD): 18/01/2024 1.620
Low (YTD): 20/05/2024 0.360
52W High: 27/10/2023 1.800
52W Low: 20/05/2024 0.360
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.751
Avg. volume 6M:   0.000
Avg. price 1Y:   1.041
Avg. volume 1Y:   0.000
Volatility 1M:   147.56%
Volatility 6M:   121.00%
Volatility 1Y:   104.24%
Volatility 3Y:   -