JP Morgan Put 165 CVX 21.03.2025
/ DE000JK64SM8
JP Morgan Put 165 CVX 21.03.2025/ DE000JK64SM8 /
| 20/05/2024 11:20:46 |
Chg.-0.11 |
Bid19:47:12 |
Ask19:47:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-8.66% |
1.22
Bid Size: 50,000 |
1.25
Ask Size: 50,000 |
Chevron Corporation |
165.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JK64SM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
1.07 |
| Break-even: |
138.96 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
8.47% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-4.95 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
-35.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.15 |
| 1M High / 1M Low: |
1.72 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
