JP Morgan Put 155 CVX 20.09.2024
/ DE000JB9T1K0
JP Morgan Put 155 CVX 20.09.2024/ DE000JB9T1K0 /
| 7/10/2024 10:06:12 AM |
Chg.+0.050 |
Bid9:19:33 PM |
Ask9:19:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+8.77% |
0.560
Bid Size: 50,000 |
0.580
Ask Size: 50,000 |
Chevron Corporation |
155.00 USD |
9/20/2024 |
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 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.50 |
| Break-even: |
136.43 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
9.52% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-10.21 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.91% |
| 1 Month |
|
|
+12.73% |
| 3 Months |
|
|
+8.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.710 |
0.400 |
| 6M High / 6M Low: |
1.860 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.13% |
| Volatility 6M: |
|
177.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
