JP Morgan Call 170 CVX 21.03.2025
/ DE000JK5GC91
JP Morgan Call 170 CVX 21.03.2025/ DE000JK5GC91 /
| 2024-06-17 8:41:47 AM |
Chg.-0.020 |
Bid1:01:57 PM |
Ask1:01:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
0.520
Bid Size: 3,000 |
0.600
Ask Size: 3,000 |
Chevron Corporation |
170.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JK5GC9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.63 |
| Time value: |
0.58 |
| Break-even: |
164.63 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
19.23% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
8.90 |
| Rho: |
0.35 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-46.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.990 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
