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JP Morgan Put 125 CVX 20.06.2025/  DE000JB4V338  /

EUWAX
2024-05-13  10:19:41 AM Chg.0.000 Bid1:30:13 PM Ask1:30:13 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.340
Bid Size: 2,000		 0.490
Ask Size: 2,000		 Chevron Corporation 125.00 USD 2025-06-20 Put
 

Master data

WKN: JB4V33
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2025-06-20
Issue date: 2023-10-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.99
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -3.79
Time value: 0.55
Break-even: 110.56
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 0.25
Spread abs.: 0.20
Spread %: 57.14%
Delta: -0.15
Theta: -0.01
Omega: -4.18
Rho: -0.31
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -22.22%
3 Months
  -54.55%
YTD
  -61.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.350
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 1.150 0.350
High (YTD): 2024-01-18 1.110
Low (YTD): 2024-05-10 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.02%
Volatility 6M:   79.78%
Volatility 1Y:   -
Volatility 3Y:   -