JP Morgan Put 125 CVX 20.06.2025
/ DE000JB4V338
JP Morgan Put 125 CVX 20.06.2025/ DE000JB4V338 /
| 2024-04-26 9:55:21 AM |
Chg.-0.020 |
Bid9:55:35 PM |
Ask9:55:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.410
Bid Size: 2,000 |
0.610
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: |
-25.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
-3.77 |
| Time value: |
0.61 |
| Break-even: |
110.80 |
| Moneyness: |
0.76 |
| Premium: |
0.28 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
48.78% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-3.95 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.07% |
| 1 Month |
|
|
-24.07% |
| 3 Months |
|
|
-52.87% |
| YTD |
|
|
-55.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.410 |
| 1M High / 1M Low: |
0.570 |
0.410 |
| 6M High / 6M Low: |
1.230 |
0.410 |
| High (YTD): |
2024-01-18 |
1.110 |
| Low (YTD): |
2024-04-26 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.79% |
| Volatility 6M: |
|
75.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
