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JP Morgan Put 160 CHV 17.01.2025/  DE000JL0VKF9  /

EUWAX
2024-05-27  9:51:35 AM Chg.+0.020 Bid5:33:31 PM Ask5:33:31 PM Underlying Strike price Expiration date Option type
0.980EUR +2.08% 0.950
Bid Size: 2,000		 1.100
Ask Size: 2,000		 CHEVRON CORP. D... 160.00 - 2025-01-17 Put
 

Master data

WKN: JL0VKF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.47
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.46
Implied volatility: -
Historic volatility: 0.18
Parity: 1.46
Time value: -0.38
Break-even: 149.20
Moneyness: 1.10
Premium: -0.03
Premium p.a.: -0.04
Spread abs.: 0.09
Spread %: 9.09%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.05%
1 Month  
+6.52%
3 Months
  -35.95%
YTD
  -50.75%
1 Year
  -59.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.790
1M High / 1M Low: 1.090 0.780
6M High / 6M Low: 2.470 0.780
High (YTD): 2024-01-18 2.440
Low (YTD): 2024-05-13 0.780
52W High: 2023-11-09 2.610
52W Low: 2024-05-13 0.780
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.904
Avg. volume 1M:   0.000
Avg. price 6M:   1.623
Avg. volume 6M:   0.000
Avg. price 1Y:   1.790
Avg. volume 1Y:   0.000
Volatility 1M:   136.98%
Volatility 6M:   90.89%
Volatility 1Y:   84.46%
Volatility 3Y:   -