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JP Morgan Put 145 CHV 17.01.2025/  DE000JL0VKC6  /

EUWAX
6/25/2024  9:53:50 AM Chg.-0.090 Bid9:55:06 PM Ask9:55:06 PM Underlying Strike price Expiration date Option type
0.390EUR -18.75% 0.410
Bid Size: 3,000		 0.500
Ask Size: 3,000		 CHEVRON CORP. D... 145.00 - 1/17/2025 Put
 

Master data

WKN: JL0VKC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.93
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.18
Parity: -0.34
Time value: 0.48
Break-even: 140.20
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 23.08%
Delta: -0.34
Theta: -0.01
Omega: -10.65
Rho: -0.32
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -13.33%
3 Months
  -46.58%
YTD
  -70.23%
1 Year
  -76.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.590 0.380
6M High / 6M Low: 1.620 0.360
High (YTD): 1/18/2024 1.620
Low (YTD): 5/20/2024 0.360
52W High: 10/27/2023 1.800
52W Low: 5/20/2024 0.360
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   0.000
Volatility 1M:   147.61%
Volatility 6M:   113.98%
Volatility 1Y:   99.29%
Volatility 3Y:   -