JP Morgan Put 135 CHV 20.06.2025
/ DE000JB2P7W3
JP Morgan Put 135 CHV 20.06.2025/ DE000JB2P7W3 /
| 6/5/2024 10:58:28 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
135.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
JB2P7W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.85 |
| Time value: |
0.69 |
| Break-even: |
128.10 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
27.78% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-6.08 |
| Rho: |
-0.51 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.52% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
-47.52% |
| YTD |
|
|
-56.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.460 |
| 1M High / 1M Low: |
0.650 |
0.460 |
| 6M High / 6M Low: |
1.510 |
0.460 |
| High (YTD): |
1/18/2024 |
1.470 |
| Low (YTD): |
6/3/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.89% |
| Volatility 6M: |
|
86.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
