JP Morgan Put 150 CVX 19.12.2025
/ DE000JK4WLJ0
JP Morgan Put 150 CVX 19.12.2025/ DE000JK4WLJ0 /
10/09/2024 09:09:55 |
Chg.-0.06 |
Bid21:18:55 |
Ask21:18:55 |
Underlying |
Strike price |
Expiration date |
Option type |
2.04EUR |
-2.86% |
2.18 Bid Size: 50,000 |
2.23 Ask Size: 50,000 |
Chevron Corporation |
150.00 USD |
19/12/2025 |
Put |
Master data
WKN: |
JK4WLJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
13/03/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
0.88 |
Time value: |
1.11 |
Break-even: |
115.99 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.14 |
Spread %: |
7.32% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-2.88 |
Rho: |
-0.99 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.04 |
Previous Close: |
2.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.39% |
1 Month |
|
|
+4.62% |
3 Months |
|
|
+38.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.10 |
1.64 |
1M High / 1M Low: |
2.10 |
1.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |