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JP Morgan Put 115 CHV 17.01.2025/  DE000JL3HJ69  /

EUWAX
2024-05-31  10:30:45 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.072EUR -2.70% -
Bid Size: -		 -
Ask Size: -		 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: -71.24
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -3.46
Time value: 0.21
Break-even: 112.90
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.42
Spread abs.: 0.15
Spread %: 268.42%
Delta: -0.10
Theta: -0.01
Omega: -7.41
Rho: -0.11
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month
  -12.20%
3 Months
  -73.33%
YTD
  -84.00%
1 Year
  -91.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.068
1M High / 1M Low: 0.110 0.061
6M High / 6M Low: 0.620 0.061
High (YTD): 2024-01-18 0.570
Low (YTD): 2024-05-20 0.061
52W High: 2023-06-01 0.830
52W Low: 2024-05-20 0.061
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   111.95%
Volatility 6M:   125.93%
Volatility 1Y:   113.30%
Volatility 3Y:   -