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JP Morgan Put 110 CVX 17.01.2025/  DE000JB60075  /

EUWAX
2024-06-07  9:07:50 AM Chg.-0.002 Bid7:59:47 PM Ask7:59:47 PM Underlying Strike price Expiration date Option type
0.055EUR -3.51% 0.054
Bid Size: 25,000		 0.094
Ask Size: 25,000		 Chevron Corporation 110.00 USD 2025-01-17 Put
 

Master data

WKN: JB6007
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -4.22
Time value: 0.19
Break-even: 99.07
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.55
Spread abs.: 0.14
Spread %: 275.00%
Delta: -0.08
Theta: -0.01
Omega: -6.30
Rho: -0.09
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -11.29%
3 Months
  -72.50%
YTD
  -85.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.044
1M High / 1M Low: 0.063 0.044
6M High / 6M Low: 0.520 0.044
High (YTD): 2024-01-18 0.470
Low (YTD): 2024-06-03 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.16%
Volatility 6M:   134.30%
Volatility 1Y:   -
Volatility 3Y:   -