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JP Morgan Put 125 CVX 20.09.2024/  DE000JB6HN95  /

EUWAX
12/06/2024  08:29:12 Chg.-0.003 Bid20:06:21 Ask20:06:21 Underlying Strike price Expiration date Option type
0.033EUR -8.33% 0.043
Bid Size: 25,000		 0.073
Ask Size: 25,000		 Chevron Corporation 125.00 USD 20/09/2024 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: 20/09/2024
Issue date: 31/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -2.93
Time value: 0.18
Break-even: 114.62
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 1.03
Spread abs.: 0.14
Spread %: 427.78%
Delta: -0.11
Theta: -0.03
Omega: -9.04
Rho: -0.05
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month  
+6.45%
3 Months
  -81.67%
YTD
  -91.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.036
1M High / 1M Low: 0.047 0.025
6M High / 6M Low: 0.530 0.025
High (YTD): 18/01/2024 0.500
Low (YTD): 20/05/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.10%
Volatility 6M:   187.69%
Volatility 1Y:   -
Volatility 3Y:   -