JP Morgan Put 155 CVX 20.12.2024
/ DE000JK2Y2B8
JP Morgan Put 155 CVX 20.12.2024/ DE000JK2Y2B8 /
| 6/28/2024 10:43:36 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-6.58% |
-
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: |
-17.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
0.84 |
| Break-even: |
136.27 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
10.53% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-7.05 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
+1.43% |
| 3 Months |
|
|
-28.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.650 |
| 1M High / 1M Low: |
0.960 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.725 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
