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: |
|
- |
