JP Morgan Put 155 CHV 20.06.2025
/ DE000JB2P805
JP Morgan Put 155 CHV 20.06.2025/ DE000JB2P805 /
| 2024-05-13 10:56:28 AM |
Chg.-0.02 |
Bid1:36:49 PM |
Ask1:36:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-1.89% |
1.04
Bid Size: 3,000 |
1.14
Ask Size: 3,000 |
CHEVRON CORP. D... |
155.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB2P80 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.10 |
| Time value: |
1.11 |
| Break-even: |
142.90 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
14.15% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-5.01 |
| Rho: |
-0.80 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.11% |
| 1 Month |
|
|
-18.11% |
| 3 Months |
|
|
-43.78% |
| YTD |
|
|
-49.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.06 |
| 1M High / 1M Low: |
1.54 |
1.06 |
| 6M High / 6M Low: |
2.43 |
1.06 |
| High (YTD): |
2024-01-18 |
2.41 |
| Low (YTD): |
2024-05-10 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.12% |
| Volatility 6M: |
|
66.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
