JP Morgan Put 130 CHV 20.06.2025
/ DE000JB1W1U2
JP Morgan Put 130 CHV 20.06.2025/ DE000JB1W1U2 /
| 2024-09-26 10:47:53 AM |
Chg.+0.130 |
Bid1:48:34 PM |
Ask1:48:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+29.55% |
0.600
Bid Size: 3,000 |
0.660
Ask Size: 3,000 |
CHEVRON CORP. D... |
130.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB1W1U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
0.58 |
| Break-even: |
123.60 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
18.52% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-8.46 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
-46.73% |
| 1 Year |
|
|
-36.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.740 |
0.430 |
| 6M High / 6M Low: |
0.750 |
0.290 |
| High (YTD): |
2024-01-17 |
1.270 |
| Low (YTD): |
2024-07-18 |
0.290 |
| 52W High: |
2023-10-30 |
1.450 |
| 52W Low: |
2024-07-18 |
0.290 |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.771 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
125.19% |
| Volatility 6M: |
|
147.48% |
| Volatility 1Y: |
|
119.01% |
| Volatility 3Y: |
|
- |
