JP Morgan Put 165 CVX 21.03.2025
/ DE000JK64SM8
JP Morgan Put 165 CVX 21.03.2025/ DE000JK64SM8 /
| 6/13/2024 11:28:53 AM |
Chg.+0.15 |
Bid9:35:34 PM |
Ask9:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+10.56% |
1.61
Bid Size: 50,000 |
1.64
Ask Size: 50,000 |
Chevron Corporation |
165.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.00 |
| Time value: |
0.66 |
| Break-even: |
136.00 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
6.41% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-4.48 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.29% |
| 1 Month |
|
|
+36.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.42 |
| 1M High / 1M Low: |
1.55 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
