JP Morgan Put 155 CVX 20.09.2024
/ DE000JB9T1K0
JP Morgan Put 155 CVX 20.09.2024/ DE000JB9T1K0 /
09/09/2024 10:02:31 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.43EUR |
- |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
155.00 - |
20/09/2024 |
Put |
Master data
WKN: |
JB9T1K |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 - |
Maturity: |
20/09/2024 |
Issue date: |
05/01/2024 |
Last trading day: |
10/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.60 |
Historic volatility: |
0.18 |
Parity: |
1.33 |
Time value: |
0.10 |
Break-even: |
126.16 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.32 |
Spread abs.: |
-0.02 |
Spread %: |
-1.38% |
Delta: |
-0.83 |
Theta: |
-0.15 |
Omega: |
-7.36 |
Rho: |
-0.03 |
Quote data
Open: |
1.43 |
High: |
1.43 |
Low: |
1.43 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+45.92% |
1 Month |
|
|
+28.83% |
3 Months |
|
|
+142.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
0.98 |
1M High / 1M Low: |
1.43 |
0.60 |
6M High / 6M Low: |
1.43 |
0.26 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.52% |
Volatility 6M: |
|
344.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |