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JP Morgan Put 120 CHV 17.01.2025/  DE000JL2FR70  /

EUWAX
2024-05-27  3:52:20 PM Chg.-0.015 Bid4:32:56 PM Ask4:32:56 PM Underlying Strike price Expiration date Option type
0.095EUR -13.64% 0.095
Bid Size: 2,000		 0.300
Ask Size: 2,000		 CHEVRON CORP. D... 120.00 - 2025-01-17 Put
 

Master data

WKN: JL2FR7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.54
Time value: 0.25
Break-even: 117.50
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.15
Spread %: 152.53%
Delta: -0.14
Theta: -0.01
Omega: -8.03
Rho: -0.15
 

Quote data

Open: 0.095
High: 0.095
Low: 0.095
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.28%
1 Month
  -26.92%
3 Months
  -71.21%
YTD
  -83.04%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.140 0.081
6M High / 6M Low: 0.730 0.081
High (YTD): 2024-01-17 0.680
Low (YTD): 2024-05-20 0.081
52W High: 2023-05-31 1.020
52W Low: 2024-05-20 0.081
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   158.87%
Volatility 6M:   116.12%
Volatility 1Y:   104.97%
Volatility 3Y:   -