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JP Morgan Put 115 CHV 17.01.2025/  DE000JL3HJ69  /

EUWAX
2024-06-07  10:46:41 AM Chg.+0.002 Bid9:40:54 PM Ask9:40:54 PM Underlying Strike price Expiration date Option type
0.080EUR +2.56% 0.076
Bid Size: 25,000		 0.120
Ask Size: 25,000		 CHEVRON CORP. D... 115.00 - 2025-01-17 Put
 

Master data

WKN: JL3HJ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.24
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.82
Time value: 0.23
Break-even: 112.70
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 198.70%
Delta: -0.12
Theta: -0.01
Omega: -7.77
Rho: -0.12
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -5.88%
3 Months
  -69.23%
YTD
  -82.22%
1 Year
  -87.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.059
1M High / 1M Low: 0.087 0.059
6M High / 6M Low: 0.620 0.059
High (YTD): 2024-01-18 0.570
Low (YTD): 2024-06-03 0.059
52W High: 2023-10-27 0.770
52W Low: 2024-06-03 0.059
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   158.18%
Volatility 6M:   135.06%
Volatility 1Y:   117.82%
Volatility 3Y:   -