JP Morgan Put 150 CVX 21.03.2025
/ DE000JK5FC27
JP Morgan Put 150 CVX 21.03.2025/ DE000JK5FC27 /
| 8/2/2024 8:43:46 AM |
Chg.+0.290 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+43.94% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
1.01 |
| Break-even: |
126.02 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
8.70% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-5.13 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.14% |
| 1 Month |
|
|
+23.38% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.630 |
| 1M High / 1M Low: |
0.950 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
