JP Morgan Put 155 CVX 20.12.2024
/ DE000JK2Y2B8
JP Morgan Put 155 CVX 20.12.2024/ DE000JK2Y2B8 /
| 10/07/2024 10:50:31 |
Chg.+0.040 |
Bid20:30:30 |
Ask20:30:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+4.76% |
0.840
Bid Size: 50,000 |
0.860
Ask Size: 50,000 |
Chevron Corporation |
155.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.70 |
| Break-even: |
134.45 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
7.87% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-7.33 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+15.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.670 |
| 1M High / 1M Low: |
0.960 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
