JP Morgan Put 135 CHV 20.06.2025
/ DE000JB2P7W3
JP Morgan Put 135 CHV 20.06.2025/ DE000JB2P7W3 /
| 2024-05-16 3:48:02 PM |
Chg.+0.030 |
Bid7:47:04 PM |
Ask7:47:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.570
Bid Size: 50,000 |
0.610
Ask Size: 50,000 |
CHEVRON CORP. D... |
135.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB2P7W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-1.47 |
| Time value: |
0.70 |
| Break-even: |
128.00 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
27.27% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-5.36 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-28.75% |
| 3 Months |
|
|
-41.24% |
| YTD |
|
|
-53.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
0.820 |
0.510 |
| 6M High / 6M Low: |
1.510 |
0.510 |
| High (YTD): |
2024-01-18 |
1.470 |
| Low (YTD): |
2024-05-13 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.58% |
| Volatility 6M: |
|
75.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
