JP Morgan Put 150 CVX 20.12.2024
/ DE000JK0YC78
JP Morgan Put 150 CVX 20.12.2024/ DE000JK0YC78 /
8/5/2024 9:04:56 AM |
Chg.+0.070 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
150.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK0YC7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/17/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
0.13 |
Time value: |
0.81 |
Break-even: |
128.04 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.07 |
Spread %: |
8.42% |
Delta: |
-0.46 |
Theta: |
-0.03 |
Omega: |
-6.57 |
Rho: |
-0.27 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+96.00% |
1 Month |
|
|
+88.46% |
3 Months |
|
|
+55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.420 |
1M High / 1M Low: |
0.910 |
0.380 |
6M High / 6M Low: |
1.220 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.555 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.708 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
423.00% |
Volatility 6M: |
|
205.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |