JP Morgan Put 145 CVX 20.09.2024
/ DE000JB6KZ62
JP Morgan Put 145 CVX 20.09.2024/ DE000JB6KZ62 /
| 8/16/2024 8:28:38 AM |
Chg.-0.100 |
Bid9:20:08 AM |
Ask9:20:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-26.32% |
0.270
Bid Size: 3,000 |
0.310
Ask Size: 3,000 |
Chevron Corporation |
145.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.16 |
| Time value: |
0.33 |
| Break-even: |
128.85 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
-0.41 |
| Theta: |
-0.05 |
| Omega: |
-16.48 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.43% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
-69.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.380 |
| 1M High / 1M Low: |
0.610 |
0.088 |
| 6M High / 6M Low: |
0.760 |
0.088 |
| High (YTD): |
1/18/2024 |
1.240 |
| Low (YTD): |
7/19/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
628.25% |
| Volatility 6M: |
|
325.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
