OverviewChartNewsTraderScreen

JP Morgan Call 165 CHV 21.06.2024/  DE000JQ607X6  /

EUWAX
2024-05-24  9:49:55 AM Chg.-0.014 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.074EUR -15.91% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 165.00 - 2024-06-21 Call
 

Master data

WKN: JQ607X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 96.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -1.96
Time value: 0.15
Break-even: 166.50
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 5.23
Spread abs.: 0.07
Spread %: 94.81%
Delta: 0.17
Theta: -0.08
Omega: 16.36
Rho: 0.02
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.36%
1 Month
  -85.49%
3 Months
  -78.86%
YTD
  -82.38%
1 Year
  -94.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.074
1M High / 1M Low: 0.510 0.074
6M High / 6M Low: 0.510 0.074
High (YTD): 2024-04-30 0.510
Low (YTD): 2024-05-24 0.074
52W High: 2023-09-27 1.920
52W Low: 2024-05-24 0.074
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   315.22%
Volatility 6M:   253.15%
Volatility 1Y:   205.95%
Volatility 3Y:   -