JP Morgan Put 155 CVX 20.12.2024
/ DE000JK2Y2B8
JP Morgan Put 155 CVX 20.12.2024/ DE000JK2Y2B8 /
| 9/17/2024 10:48:04 AM |
Chg.- |
Bid8:04:09 AM |
Ask8:04:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
155.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK2Y2B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.04 |
| Time value: |
0.29 |
| Break-even: |
126.06 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.91% |
| Delta: |
-0.65 |
| Theta: |
-0.03 |
| Omega: |
-6.33 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.56% |
| 1 Month |
|
|
+16.24% |
| 3 Months |
|
|
+47.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.36 |
| 1M High / 1M Low: |
1.63 |
0.89 |
| 6M High / 6M Low: |
1.63 |
0.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.12% |
| Volatility 6M: |
|
172.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
