JP Morgan Put 160 CHV 20.06.2025
/ DE000JB2P7Y9
JP Morgan Put 160 CHV 20.06.2025/ DE000JB2P7Y9 /
| 8/13/2024 10:43:37 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
JB2P7Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.50 |
| Time value: |
-1.41 |
| Break-even: |
139.10 |
| Moneyness: |
1.28 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
5.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.48% |
| 3 Months |
|
|
+41.84% |
| YTD |
|
|
-12.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.03 |
1.93 |
| 6M High / 6M Low: |
2.19 |
1.09 |
| High (YTD): |
1/18/2024 |
2.69 |
| Low (YTD): |
7/18/2024 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.63% |
| Volatility 6M: |
|
108.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
