JP Morgan Put 150 CVX 16.01.2026
/ DE000JK7QS65
JP Morgan Put 150 CVX 16.01.2026/ DE000JK7QS65 /
9/10/2024 9:18:21 AM |
Chg.-0.06 |
Bid5:09:04 PM |
Ask5:09:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
-2.80% |
2.19 Bid Size: 50,000 |
2.24 Ask Size: 50,000 |
Chevron Corporation |
150.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK7QS6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
0.88 |
Time value: |
1.15 |
Break-even: |
115.63 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.14 |
Spread %: |
7.18% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-2.79 |
Rho: |
-1.04 |
Quote data
Open: |
2.08 |
High: |
2.08 |
Low: |
2.08 |
Previous Close: |
2.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.55% |
1 Month |
|
|
+4.52% |
3 Months |
|
|
+37.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.14 |
1.67 |
1M High / 1M Low: |
2.14 |
1.64 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |