OverviewChartNewsTraderScreen

JP Morgan Put 125 CVX 20.09.2024/  DE000JB6HN95  /

EUWAX
2024-05-10  12:59:46 PM Chg.-0.009 Bid1:49:13 PM Ask1:49:13 PM Underlying Strike price Expiration date Option type
0.031EUR -22.50% 0.030
Bid Size: 1,000		 0.130
Ask Size: 1,000		 Chevron Corporation 125.00 USD 2024-09-20 Put
 

Master data

WKN: JB6HN9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -91.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -3.75
Time value: 0.17
Break-even: 114.27
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.87
Spread abs.: 0.14
Spread %: 462.50%
Delta: -0.09
Theta: -0.02
Omega: -8.16
Rho: -0.06
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.59%
1 Month
  -57.53%
3 Months
  -85.91%
YTD
  -91.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.040
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: 0.650 0.040
High (YTD): 2024-01-18 0.500
Low (YTD): 2024-05-09 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.12%
Volatility 6M:   160.45%
Volatility 1Y:   -
Volatility 3Y:   -