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JP Morgan Put 145 CHV 17.01.2025/  DE000JL0VKC6  /

EUWAX
6/17/2024  9:57:16 AM Chg.+0.010 Bid6:11:26 PM Ask6:11:26 PM Underlying Strike price Expiration date Option type
0.590EUR +1.72% 0.570
Bid Size: 50,000		 0.590
Ask Size: 50,000		 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: -20.96
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.24
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.24
Time value: 0.44
Break-even: 138.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 15.25%
Delta: -0.46
Theta: -0.01
Omega: -9.69
Rho: -0.43
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month  
+47.50%
3 Months
  -19.18%
YTD
  -54.96%
1 Year
  -58.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.460
1M High / 1M Low: 0.580 0.360
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:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.859
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   0.000
Volatility 1M:   152.14%
Volatility 6M:   112.66%
Volatility 1Y:   99.48%
Volatility 3Y:   -