JP Morgan Put 155 CHV 20.06.2025
/ DE000JB2P805
JP Morgan Put 155 CHV 20.06.2025/ DE000JB2P805 /
| 5/10/2024 1:52:52 PM |
Chg.-0.11 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-9.40% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
155.00 - |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
1.10 |
| 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: |
-0.81 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.70% |
| 1 Month |
|
|
-16.54% |
| 3 Months |
|
|
-45.08% |
| YTD |
|
|
-48.04% |
| 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): |
1/18/2024 |
2.41 |
| Low (YTD): |
5/10/2024 |
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: |
|
99.82% |
| Volatility 6M: |
|
66.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
