JP Morgan Put 150 CVX 20.09.2024
/ DE000JB5KB95
JP Morgan Put 150 CVX 20.09.2024/ DE000JB5KB95 /
| 02/08/2024 11:47:02 |
Chg.+0.200 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+111.11% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB5KB9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.54 |
| Break-even: |
130.78 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
-0.49 |
| Theta: |
-0.06 |
| Omega: |
-10.03 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.00% |
| 1 Month |
|
|
+52.00% |
| 3 Months |
|
|
-2.56% |
| YTD |
|
|
-65.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.160 |
| 1M High / 1M Low: |
0.410 |
0.150 |
| 6M High / 6M Low: |
0.950 |
0.150 |
| High (YTD): |
19/01/2024 |
1.440 |
| Low (YTD): |
19/07/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
527.85% |
| Volatility 6M: |
|
283.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
