JP Morgan Put 135 CVX 20.09.2024
/ DE000JB6KZP8
JP Morgan Put 135 CVX 20.09.2024/ DE000JB6KZP8 /
| 10/05/2024 13:00:33 |
Chg.-0.021 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-23.08% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
135.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-2.86 |
| Time value: |
0.22 |
| Break-even: |
123.13 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.15 |
| Spread %: |
228.36% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-8.74 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-84.78% |
| YTD |
|
|
-88.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.070 |
| 1M High / 1M Low: |
0.240 |
0.070 |
| 6M High / 6M Low: |
0.900 |
0.070 |
| High (YTD): |
18/01/2024 |
0.810 |
| Low (YTD): |
10/05/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.71% |
| Volatility 6M: |
|
158.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
