JP Morgan Put 165 CVX 20.12.2024
/ DE000JK7AS71
JP Morgan Put 165 CVX 20.12.2024/ DE000JK7AS71 /
| 17/07/2024 11:18:22 |
Chg.+0.05 |
Bid20:32:12 |
Ask20:32:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+4.39% |
1.02
Bid Size: 50,000 |
1.04
Ask Size: 50,000 |
Chevron Corporation |
165.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK7AS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.66 |
| Time value: |
0.59 |
| Break-even: |
138.85 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
7.76% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-6.17 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.36% |
| 1 Month |
|
|
-20.67% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.14 |
| 1M High / 1M Low: |
1.50 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
