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JP Morgan Call 170 CVX 20.09.2024/  DE000JB6KZH5  /

EUWAX
2024-06-25  8:29:42 AM Chg.+0.080 Bid4:38:17 PM Ask4:38:17 PM Underlying Strike price Expiration date Option type
0.250EUR +47.06% 0.210
Bid Size: 50,000		 0.230
Ask Size: 50,000		 Chevron Corporation 170.00 USD 2024-09-20 Call
 

Master data

WKN: JB6KZH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.48
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.00
Time value: 0.30
Break-even: 161.40
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.42
Spread abs.: 0.07
Spread %: 30.43%
Delta: 0.31
Theta: -0.04
Omega: 15.56
Rho: 0.10
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.31%
1 Month     0.00%
3 Months
  -32.43%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.360 0.120
6M High / 6M Low: 0.700 0.120
High (YTD): 2024-04-29 0.700
Low (YTD): 2024-06-17 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.70%
Volatility 6M:   203.45%
Volatility 1Y:   -
Volatility 3Y:   -