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JP Morgan Put 165 CHV 21.06.2024/  DE000JS1N2G4  /

EUWAX
23/05/2024  11:21:31 Chg.+0.120 Bid20:39:39 Ask20:39:39 Underlying Strike price Expiration date Option type
0.680EUR +21.43% 0.800
Bid Size: 50,000		 0.820
Ask Size: 50,000		 CHEVRON CORP. D... 165.00 - 21/06/2024 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: 21/06/2024
Issue date: 28/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.19
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.94
Implied volatility: -
Historic volatility: 0.18
Parity: 1.94
Time value: -1.14
Break-even: 157.00
Moneyness: 1.13
Premium: -0.08
Premium p.a.: -0.64
Spread abs.: 0.07
Spread %: 9.59%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.83%
1 Month
  -5.56%
3 Months
  -44.72%
YTD
  -60.00%
1 Year
  -67.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.380
1M High / 1M Low: 0.790 0.330
6M High / 6M Low: 2.310 0.330
High (YTD): 19/01/2024 2.290
Low (YTD): 13/05/2024 0.330
52W High: 09/11/2023 2.470
52W Low: 13/05/2024 0.330
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   1.382
Avg. volume 6M:   0.000
Avg. price 1Y:   1.555
Avg. volume 1Y:   0.000
Volatility 1M:   321.02%
Volatility 6M:   175.39%
Volatility 1Y:   143.26%
Volatility 3Y:   -