JP Morgan Put 120 CVX 20.09.2024
/ DE000JB6HNG9
JP Morgan Put 120 CVX 20.09.2024/ DE000JB6HNG9 /
| 14/06/2024 12:56:56 |
Chg.+0.006 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+23.08% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB6HNG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-3.04 |
| Time value: |
0.18 |
| Break-even: |
110.30 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.15 |
| Spread %: |
480.65% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-8.53 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+52.38% |
| 3 Months |
|
|
-68.00% |
| YTD |
|
|
-88.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.021 |
| 1M High / 1M Low: |
0.032 |
0.016 |
| 6M High / 6M Low: |
0.390 |
0.016 |
| High (YTD): |
18/01/2024 |
0.390 |
| Low (YTD): |
20/05/2024 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.70% |
| Volatility 6M: |
|
193.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
