JP Morgan Call 200 CVX 21.03.2025
/ DE000JK5GCE0
JP Morgan Call 200 CVX 21.03.2025/ DE000JK5GCE0 /
| 5/23/2024 1:42:18 PM |
Chg.-0.020 |
Bid4:01:56 PM |
Ask4:01:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-10.00% |
0.170
Bid Size: 30,000 |
0.210
Ask Size: 30,000 |
Chevron Corporation |
200.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JK5GCE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-3.92 |
| Time value: |
0.30 |
| Break-even: |
187.71 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.14 |
| Spread %: |
88.24% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
9.43 |
| Rho: |
0.21 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.200 |
| 1M High / 1M Low: |
0.390 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
