JP Morgan Call 165 CVX 17.05.2024
/ DE000JK1J5V9
JP Morgan Call 165 CVX 17.05.2024/ DE000JK1J5V9 /
| 2024-05-02 10:45:41 AM |
Chg.-0.215 |
Bid12:35:59 PM |
Ask12:35:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-69.35% |
0.100
Bid Size: 3,000 |
0.150
Ask Size: 3,000 |
Chevron Corporation |
165.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK1J5V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.50 |
| Time value: |
0.18 |
| Break-even: |
155.73 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.06 |
| Spread %: |
46.15% |
| Delta: |
0.31 |
| Theta: |
-0.11 |
| Omega: |
26.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.35% |
| 1 Month |
|
|
-62.00% |
| 3 Months |
|
|
-44.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.410 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.337 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
