JP Morgan Put 155 CVX 20.12.2024
/ DE000JK2Y2B8
JP Morgan Put 155 CVX 20.12.2024/ DE000JK2Y2B8 /
| 6/25/2024 10:45:19 AM |
Chg.-0.130 |
Bid5:30:52 PM |
Ask5:30:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-16.67% |
0.680
Bid Size: 50,000 |
0.700
Ask Size: 50,000 |
Chevron Corporation |
155.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK2Y2B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.40 |
| Time value: |
0.68 |
| Break-even: |
137.62 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
12.31% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-7.91 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.35% |
| 1 Month |
|
|
-15.58% |
| 3 Months |
|
|
-34.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.760 |
| 1M High / 1M Low: |
0.960 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
