JP Morgan Put 145 CHV 17.01.2025
/ DE000JL0VKC6
JP Morgan Put 145 CHV 17.01.2025/ DE000JL0VKC6 /
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 |
0.450EUR |
-4.26% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
145.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.18 |
Parity: |
-0.10 |
Time value: |
0.56 |
Break-even: |
139.40 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
19.15% |
Delta: |
-0.39 |
Theta: |
-0.01 |
Omega: |
-10.21 |
Rho: |
-0.35 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
+2.27% |
3 Months |
|
|
-33.82% |
YTD |
|
|
-65.65% |
1 Year |
|
|
-69.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.390 |
1M High / 1M Low: |
0.590 |
0.380 |
6M High / 6M Low: |
1.620 |
0.360 |
High (YTD): |
1/18/2024 |
1.620 |
Low (YTD): |
5/20/2024 |
0.360 |
52W High: |
10/27/2023 |
1.800 |
52W Low: |
5/20/2024 |
0.360 |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.806 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.071 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
162.71% |
Volatility 6M: |
|
117.53% |
Volatility 1Y: |
|
101.76% |
Volatility 3Y: |
|
- |