JP Morgan Put 105 CVX 17.01.2025
/ DE000JB6QWV0
JP Morgan Put 105 CVX 17.01.2025/ DE000JB6QWV0 /
| 2024-05-24 11:04:09 AM |
Chg.- |
Bid10:52:24 AM |
Ask10:52:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
-65.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
-4.86 |
| Time value: |
0.22 |
| Break-even: |
94.59 |
| Moneyness: |
0.67 |
| Premium: |
0.35 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.19 |
| Spread %: |
531.58% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-5.34 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-75.63% |
| YTD |
|
|
-87.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.035 |
| 1M High / 1M Low: |
0.059 |
0.035 |
| 6M High / 6M Low: |
0.420 |
0.035 |
| High (YTD): |
2024-01-18 |
0.370 |
| Low (YTD): |
2024-05-20 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.19% |
| Volatility 6M: |
|
111.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
