JP Morgan Put 160 CVX 16.01.2026
/ DE000JK7QS99
JP Morgan Put 160 CVX 16.01.2026/ DE000JK7QS99 /
| 28/06/2024 08:59:49 |
Chg.-0.05 |
Bid11:02:27 |
Ask11:02:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-2.56% |
1.87
Bid Size: 3,000 |
2.07
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JK7QS9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
1.64 |
| Break-even: |
129.63 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.19 |
| Spread %: |
10.42% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-2.87 |
| Rho: |
-1.19 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.55% |
| 1 Month |
|
|
+3.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.77 |
| 1M High / 1M Low: |
2.10 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
