JP Morgan Put 165 CVX 20.12.2024
/ DE000JK7AS71
JP Morgan Put 165 CVX 20.12.2024/ DE000JK7AS71 /
8/16/2024 11:24:06 AM |
Chg.-0.14 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.85EUR |
-7.04% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
165.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
1.66 |
Time value: |
0.30 |
Break-even: |
130.78 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.07 |
Spread %: |
3.70% |
Delta: |
-0.68 |
Theta: |
-0.03 |
Omega: |
-4.61 |
Rho: |
-0.38 |
Quote data
Open: |
1.85 |
High: |
1.85 |
Low: |
1.85 |
Previous Close: |
1.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.19% |
1 Month |
|
|
+62.28% |
3 Months |
|
|
+81.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.99 |
1M High / 1M Low: |
2.27 |
0.92 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |