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JP Morgan Call 225 CVX 20.06.2025/  DE000JB4V346  /

EUWAX
6/13/2024  10:09:47 AM Chg.-0.021 Bid8:53:22 PM Ask8:53:22 PM Underlying Strike price Expiration date Option type
0.065EUR -24.42% 0.061
Bid Size: 20,000		 0.130
Ask Size: 20,000		 Chevron Corporation 225.00 USD 6/20/2025 Call
 

Master data

WKN: JB4V34
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 6/20/2025
Issue date: 10/5/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -6.55
Time value: 0.37
Break-even: 211.79
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 0.47
Spread abs.: 0.31
Spread %: 469.23%
Delta: 0.18
Theta: -0.02
Omega: 6.79
Rho: 0.22
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.62%
1 Month
  -70.45%
3 Months
  -61.76%
YTD
  -74.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.075
1M High / 1M Low: 0.220 0.075
6M High / 6M Low: 0.290 0.075
High (YTD): 4/30/2024 0.290
Low (YTD): 6/11/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.79%
Volatility 6M:   166.00%
Volatility 1Y:   -
Volatility 3Y:   -