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JP Morgan Put 150 CHV 17.01.2025/  DE000JL0VKD4  /

EUWAX
15/11/2024  09:51:25 Chg.-0.060 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.170EUR -26.09% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 150.00 - 17/01/2025 Put
 

Master data

WKN: JL0VKD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -69.69
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.33
Time value: 0.22
Break-even: 147.80
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 37.50%
Delta: -0.33
Theta: -0.02
Omega: -22.71
Rho: -0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.38%
1 Month
  -76.06%
3 Months
  -81.72%
YTD
  -88.74%
1 Year
  -90.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.170
1M High / 1M Low: 0.720 0.170
6M High / 6M Low: 1.340 0.170
High (YTD): 18/01/2024 1.870
Low (YTD): 15/11/2024 0.170
52W High: 07/12/2023 1.920
52W Low: 15/11/2024 0.170
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.485
Avg. volume 1M:   0.000
Avg. price 6M:   0.718
Avg. volume 6M:   0.000
Avg. price 1Y:   0.968
Avg. volume 1Y:   0.000
Volatility 1M:   225.73%
Volatility 6M:   217.54%
Volatility 1Y:   167.72%
Volatility 3Y:   -