JP Morgan Put 120 CHV 20.09.2024
/ DE000JB6HNG9
JP Morgan Put 120 CHV 20.09.2024/ DE000JB6HNG9 /
2024-06-19 8:31:53 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
- |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
120.00 - |
2024-09-20 |
Put |
Master data
WKN: |
JB6HNG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-63.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
-2.63 |
Time value: |
0.23 |
Break-even: |
117.70 |
Moneyness: |
0.82 |
Premium: |
0.20 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.21 |
Spread %: |
820.00% |
Delta: |
-0.14 |
Theta: |
-0.03 |
Omega: |
-8.64 |
Rho: |
-0.06 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.027 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-15.63% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-70.00% |
YTD |
|
|
-90.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.032 |
0.027 |
1M High / 1M Low: |
0.032 |
0.018 |
6M High / 6M Low: |
0.390 |
0.016 |
High (YTD): |
2024-01-18 |
0.390 |
Low (YTD): |
2024-05-20 |
0.016 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.88% |
Volatility 6M: |
|
193.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |