JP Morgan Put 150 CVX 21.03.2025
/ DE000JK5FC27
JP Morgan Put 150 CVX 21.03.2025/ DE000JK5FC27 /
| 10/09/2024 08:58:33 |
Chg.-0.05 |
Bid10:02:57 |
Ask10:02:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-3.47% |
1.35
Bid Size: 3,000 |
1.42
Ask Size: 3,000 |
Chevron Corporation |
150.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JK5FC2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.88 |
| Time value: |
0.43 |
| Break-even: |
122.79 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
5.07% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-5.48 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.75% |
| 1 Month |
|
|
+7.75% |
| 3 Months |
|
|
+73.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
0.91 |
| 1M High / 1M Low: |
1.44 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
