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JP Morgan Put 135 CVX 20.09.2024/  DE000JB6KZP8  /

EUWAX
2024-06-17  8:30:21 AM Chg.+0.010 Bid10:54:06 AM Ask10:54:06 AM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.120
Bid Size: 2,000		 0.200
Ask Size: 2,000		 Chevron Corporation 135.00 USD 2024-09-20 Put
 

Master data

WKN: JB6KZP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 135.00 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: -67.88
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.64
Time value: 0.21
Break-even: 124.04
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.60
Spread abs.: 0.08
Spread %: 61.54%
Delta: -0.17
Theta: -0.03
Omega: -11.59
Rho: -0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.30%
1 Month  
+80.56%
3 Months
  -53.57%
YTD
  -77.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.120 0.060
6M High / 6M Low: 0.810 0.060
High (YTD): 2024-01-18 0.810
Low (YTD): 2024-05-20 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.20%
Volatility 6M:   191.00%
Volatility 1Y:   -
Volatility 3Y:   -