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JP Morgan Put 165 CHV 21.06.2024/  DE000JS1N2G4  /

EUWAX
2024-05-27  2:23:06 PM Chg.-0.050 Bid6:58:12 PM Ask6:58:12 PM Underlying Strike price Expiration date Option type
0.680EUR -6.85% 0.640
Bid Size: 2,000		 0.740
Ask Size: 2,000		 CHEVRON CORP. D... 165.00 - 2024-06-21 Put
 

Master data

WKN: JS1N2G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 165.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.89
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.96
Implied volatility: -
Historic volatility: 0.18
Parity: 1.96
Time value: -1.19
Break-even: 157.30
Moneyness: 1.13
Premium: -0.08
Premium p.a.: -0.71
Spread abs.: 0.07
Spread %: 10.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.95%
1 Month  
+36.00%
3 Months
  -46.46%
YTD
  -60.00%
1 Year
  -69.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.380
1M High / 1M Low: 0.790 0.330
6M High / 6M Low: 2.310 0.330
High (YTD): 2024-01-19 2.290
Low (YTD): 2024-05-13 0.330
52W High: 2023-11-09 2.470
52W Low: 2024-05-13 0.330
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   1.359
Avg. volume 6M:   0.000
Avg. price 1Y:   1.539
Avg. volume 1Y:   0.000
Volatility 1M:   332.39%
Volatility 6M:   178.32%
Volatility 1Y:   145.41%
Volatility 3Y:   -