JP Morgan Put 150 CVX 20.09.2024
/ DE000JB5KB95
JP Morgan Put 150 CVX 20.09.2024/ DE000JB5KB95 /
| 25/06/2024 11:53:06 |
Chg.-0.100 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB5KB9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
0.32 |
| Break-even: |
136.57 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.07 |
| Spread %: |
28.00% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-12.44 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.81% |
| 1 Month |
|
|
-21.88% |
| 3 Months |
|
|
-57.63% |
| YTD |
|
|
-77.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
0.480 |
0.230 |
| 6M High / 6M Low: |
1.440 |
0.220 |
| High (YTD): |
19/01/2024 |
1.440 |
| Low (YTD): |
13/05/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.57% |
| Volatility 6M: |
|
185.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
