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JP Morgan Put 150 CHV 17.01.2025/  DE000JL0VKD4  /

EUWAX
2024-05-23  9:51:00 AM Chg.+0.060 Bid6:40:12 PM Ask6:40:12 PM Underlying Strike price Expiration date Option type
0.610EUR +10.91% 0.600
Bid Size: 50,000		 0.620
Ask Size: 50,000		 CHEVRON CORP. D... 150.00 - 2025-01-17 Put
 

Master data

WKN: JL0VKD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.50
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.44
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.44
Time value: 0.27
Break-even: 142.90
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.09
Spread %: 14.52%
Delta: -0.50
Theta: -0.01
Omega: -10.16
Rho: -0.52
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.00%
1 Month
  -10.29%
3 Months
  -42.99%
YTD
  -59.60%
1 Year
  -69.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.700 0.480
6M High / 6M Low: 1.920 0.480
High (YTD): 2024-01-18 1.870
Low (YTD): 2024-05-20 0.480
52W High: 2023-05-31 2.080
52W Low: 2024-05-20 0.480
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.571
Avg. volume 1M:   0.000
Avg. price 6M:   1.193
Avg. volume 6M:   0.000
Avg. price 1Y:   1.375
Avg. volume 1Y:   0.000
Volatility 1M:   137.22%
Volatility 6M:   97.54%
Volatility 1Y:   90.14%
Volatility 3Y:   -