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JP Morgan Put 115 CHV 17.01.2025/  DE000JL3HJ69  /

EUWAX
2024-05-27  10:21:46 AM Chg.-0.007 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.070EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 115.00 - 2025-01-17 Put
 

Master data

WKN: JL3HJ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -3.04
Time value: 0.22
Break-even: 112.80
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 205.56%
Delta: -0.12
Theta: -0.01
Omega: -7.65
Rho: -0.12
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.75%
1 Month
  -26.32%
3 Months
  -73.08%
YTD
  -84.44%
1 Year
  -91.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.061
1M High / 1M Low: 0.110 0.061
6M High / 6M Low: 0.620 0.061
High (YTD): 2024-01-18 0.570
Low (YTD): 2024-05-20 0.061
52W High: 2023-05-31 0.890
52W Low: 2024-05-20 0.061
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   175.66%
Volatility 6M:   126.25%
Volatility 1Y:   113.40%
Volatility 3Y:   -