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JP Morgan Put 145 CHV 20.06.2025/  DE000JB1W1V0  /

EUWAX
2024-06-12  10:56:57 AM Chg.-0.020 Bid5:33:24 PM Ask5:33:24 PM Underlying Strike price Expiration date Option type
0.760EUR -2.56% 0.840
Bid Size: 50,000		 0.870
Ask Size: 50,000		 CHEVRON CORP. D... 145.00 - 2025-06-20 Put
 

Master data

WKN: JB1W1V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.50
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.07
Time value: 0.94
Break-even: 135.60
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 18.99%
Delta: -0.38
Theta: -0.01
Omega: -5.90
Rho: -0.66
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+1.33%
3 Months
  -38.71%
YTD
  -52.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.780
1M High / 1M Low: 0.900 0.680
6M High / 6M Low: 1.890 0.680
High (YTD): 2024-01-19 1.880
Low (YTD): 2024-06-03 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   1.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.23%
Volatility 6M:   81.95%
Volatility 1Y:   -
Volatility 3Y:   -