JP Morgan Call 215 CHV 17.01.2025
/ DE000JL1F5Y5
JP Morgan Call 215 CHV 17.01.2025/ DE000JL1F5Y5 /
2024-06-20 10:01:18 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
- |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
215.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1F5Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
215.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
80.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-6.98 |
Time value: |
0.18 |
Break-even: |
216.80 |
Moneyness: |
0.68 |
Premium: |
0.49 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.16 |
Spread %: |
620.00% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
8.61 |
Rho: |
0.08 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.024 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-45.45% |
3 Months |
|
|
-64.18% |
YTD |
|
|
-86.67% |
1 Year |
|
|
-94.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.024 |
1M High / 1M Low: |
0.056 |
0.024 |
6M High / 6M Low: |
0.230 |
0.024 |
High (YTD): |
2024-01-04 |
0.220 |
Low (YTD): |
2024-06-20 |
0.024 |
52W High: |
2023-09-27 |
0.800 |
52W Low: |
2024-06-20 |
0.024 |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.098 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.284 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
249.11% |
Volatility 6M: |
|
192.91% |
Volatility 1Y: |
|
168.41% |
Volatility 3Y: |
|
- |