JP Morgan Put 145 CHV 21.06.2024
/ DE000JQ55R63
JP Morgan Put 145 CHV 21.06.2024/ DE000JQ55R63 /
5/27/2024 9:54:51 AM |
Chg.-0.013 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-39.39% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
145.00 - |
6/21/2024 |
Put |
Master data
WKN: |
JQ55R6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 - |
Maturity: |
6/21/2024 |
Issue date: |
9/23/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-121.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.18 |
Parity: |
-0.04 |
Time value: |
0.12 |
Break-even: |
143.80 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.10 |
Spread %: |
445.45% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-50.03 |
Rho: |
-0.04 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.033 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-68.75% |
3 Months |
|
|
-94.12% |
YTD |
|
|
-97.10% |
1 Year |
|
|
-98.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.016 |
1M High / 1M Low: |
0.083 |
0.016 |
6M High / 6M Low: |
1.060 |
0.016 |
High (YTD): |
1/18/2024 |
1.000 |
Low (YTD): |
5/20/2024 |
0.016 |
52W High: |
5/31/2023 |
1.430 |
52W Low: |
5/20/2024 |
0.016 |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.453 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.676 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
518.07% |
Volatility 6M: |
|
272.30% |
Volatility 1Y: |
|
210.37% |
Volatility 3Y: |
|
- |