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JP Morgan Call 225 CVX 20.06.2025/  DE000JB4V346  /

EUWAX
2024-05-17  10:09:51 AM Chg.-0.010 Bid2:50:58 PM Ask2:50:58 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.190
Bid Size: 2,000		 0.390
Ask Size: 2,000		 Chevron Corporation 225.00 USD 2025-06-20 Call
 

Master data

WKN: JB4V34
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 2025-06-20
Issue date: 2023-10-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.25
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -5.88
Time value: 0.49
Break-even: 211.93
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.39
Spread abs.: 0.30
Spread %: 157.89%
Delta: 0.22
Theta: -0.02
Omega: 6.52
Rho: 0.30
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -9.52%
3 Months
  -20.83%
YTD
  -24.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.290 0.200
6M High / 6M Low: 0.290 0.140
High (YTD): 2024-04-30 0.290
Low (YTD): 2024-03-07 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.24%
Volatility 6M:   148.55%
Volatility 1Y:   -
Volatility 3Y:   -