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JP Morgan Put 105 CVX 17.01.2025/  DE000JB6QWV0  /

EUWAX
2024-05-17  1:30:51 PM Chg.+0.001 Bid4:00:24 PM Ask4:00:24 PM Underlying Strike price Expiration date Option type
0.038EUR +2.70% 0.037
Bid Size: 20,000		 0.087
Ask Size: 20,000		 Chevron Corporation 105.00 USD 2025-01-17 Put
 

Master data

WKN: JB6QWV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 105.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -5.16
Time value: 0.22
Break-even: 94.41
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.59
Spread abs.: 0.19
Spread %: 531.58%
Delta: -0.08
Theta: -0.01
Omega: -5.19
Rho: -0.09
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -60.00%
3 Months
  -78.89%
YTD
  -87.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.035
1M High / 1M Low: 0.095 0.035
6M High / 6M Low: 0.420 0.035
High (YTD): 2024-01-18 0.370
Low (YTD): 2024-05-15 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.67%
Volatility 6M:   110.74%
Volatility 1Y:   -
Volatility 3Y:   -