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JP Morgan Put 145 CVX 20.09.2024/  DE000JB6KZ62  /

EUWAX
17/07/2024  08:29:07 Chg.+0.010 Bid09:30:04 Ask09:30:04 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 2,000		 0.220
Ask Size: 2,000		 Chevron Corporation 145.00 USD 20/09/2024 Put
 

Master data

WKN: JB6KZ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 145.00 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: -71.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.20
Time value: 0.20
Break-even: 131.03
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.66
Spread abs.: 0.07
Spread %: 57.14%
Delta: -0.20
Theta: -0.03
Omega: -14.33
Rho: -0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -51.52%
3 Months
  -65.22%
YTD
  -82.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.150
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 1.240 0.150
High (YTD): 18/01/2024 1.240
Low (YTD): 16/07/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.438
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.96%
Volatility 6M:   200.31%
Volatility 1Y:   -
Volatility 3Y:   -