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JP Morgan Put 140 CHV 17.01.2025/  DE000JL0VKB8  /

EUWAX
6/25/2024  9:53:50 AM Chg.-0.070 Bid7:53:37 PM Ask7:53:37 PM Underlying Strike price Expiration date Option type
0.290EUR -19.44% 0.300
Bid Size: 50,000		 0.320
Ask Size: 50,000		 CHEVRON CORP. D... 140.00 - 1/17/2025 Put
 

Master data

WKN: JL0VKB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.06
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.84
Time value: 0.39
Break-even: 136.10
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 34.48%
Delta: -0.27
Theta: -0.01
Omega: -10.30
Rho: -0.25
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.56%
1 Month
  -14.71%
3 Months
  -50.00%
YTD
  -74.11%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.440 0.280
6M High / 6M Low: 1.390 0.270
High (YTD): 1/18/2024 1.390
Low (YTD): 5/20/2024 0.270
52W High: 10/27/2023 1.580
52W Low: 5/20/2024 0.270
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.676
Avg. volume 6M:   0.000
Avg. price 1Y:   0.926
Avg. volume 1Y:   0.000
Volatility 1M:   162.17%
Volatility 6M:   123.13%
Volatility 1Y:   106.90%
Volatility 3Y:   -