JP Morgan Call 220 CVX 21.03.2025
/ DE000JK7AZB6
JP Morgan Call 220 CVX 21.03.2025/ DE000JK7AZB6 /
2024-05-17 8:46:29 AM |
Chg.+0.001 |
Bid9:09:39 PM |
Ask9:09:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.091EUR |
+1.11% |
0.095 Bid Size: 20,000 |
0.150 Ask Size: 20,000 |
Chevron Corporation |
220.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
JK7AZB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-16 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
51.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-5.42 |
Time value: |
0.29 |
Break-even: |
205.33 |
Moneyness: |
0.73 |
Premium: |
0.39 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.20 |
Spread %: |
222.22% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
8.36 |
Rho: |
0.18 |
Quote data
Open: |
0.091 |
High: |
0.091 |
Low: |
0.091 |
Previous Close: |
0.090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
-43.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.090 |
1M High / 1M Low: |
0.220 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.157 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |